In April and May 2014 during their European tour, Pentatonix began working on PTX Vol. III. Since they weren't always in one place at a time, the album was recorded at various tour locations such as Singapore, New York City and Japan. The arrangement and recording process in the album was different to those of previous albums as the songs were pre-arranged and the outline of the song was created before its details were filled in.

That's Christmas to Me debuted at number 9 on the Billboard 200 and peaked at number 3 in its fifth week on the charts (selling 99,000 albums in a week within the US, up 193 percent), achieving their biggest sales week ever. The album became their second top five album in 2014.