The World Needs A Hero is Megadeth's 10th album, released in May 2001 on Metal-Is Records / Sanctuary Records. It is their first album since they left Capitol Records, and was originally going to be called Capitol Punishment. The band promised the fans that they would return to their classic sound, since quite a few fans were not pleased with the direction Megadeth had taken with their previous album, Risk. They kept their promise, although the album still is a lot less aggressive then their first few albums. It sounds more like Countdown To Extinction, even though the fans were hoping it would be in the same style as Rust In Peace.

All songs except Promises were written by Dave Mustaine. Promises was written by Dave Mustaine and new guitarist Al Pitrelli, who left Savatage to join Megadeth. The album was produced by Dave Mustaine with help of Bill Kennedy. The cover art was done by Hugh Syme, who altered a picture taken by Dave Mustaine, so it would include Megadeth's mascotte Vic Rattlehead. Vic finally made his return to the album's front cover. He was gone missing for a few albums, which also angered fans.