Sugar Walls is the second track on Sheena Easton's fifth album A Private Heaven, and, around the time of the album's release, Sugar Walls was released as the album's third single.
In 1989, it was included as the ninth track on The Best Of Sheena Easton compilation. Also in 1989, it was included as the 18th and final track on the For Your Eyes Only: The Best Of Sheena Easton compilation. In 1993, it was included as the 13th track on The World Of Sheena Easton: The Singles Collection compilation. In 1995, it was included as the fourth track on Sheena Easton: Greatest Hits compilation.
The song is the first of many collaborations between Sheena Easton and Prince.
Sugar Walls was listed on the Parents Music Resource Center's "Filthy Fifteen" (along with Prince and the Revolution's Darling Nikki) which led to the introduction of parental advisory stickers on explicit releases.
Basic tracking took place on 20 January 1984 at Sunset Sound in Hollywood, California, and the song was originally tentatively intended for Jill Jones. However after Prince saw Sheena Easton perform on The Tonight Show With Johnny Carson that night h thought she should sing it and it was subsequently send over to The Sound Factory on 22 January 1984, Super Bowl Sunday, and Sheena Easton recorded her vocals on that same day.
In a 2012 interview, Sheena Easton explained how the collaboration occurred. Both Prince and Easton were working with the same engineer, David Leonard at the time. Leonard told her:
"'Prince sent over a track for you. We saw you on The Tonight Show the night before and Prince said 'Ya, I gotta write something for that girl.' And so he sent over Sugar Walls, and it was one of those things where it was like, 'Here it is. If you want to do it, here's my number."
Sheena Easton adds:
"Then when we worked in the studio, we got along really well. We cracked each other up, we made each other laugh."
Although Greg Mathieson is listed as the executive producer, Prince was in fact very hands-on in producing the track on the spot.