The Dance is the eighth track on Prince's 29th album The Chocolate Invasion, available as a download only, and was the only track on the album not to have been previously-released on the NPG Music Club. Two years later, Prince included a re-recorded version as the eleventh track on his 31st studio album 3121; the first time he had included a song on two studio albums (he has since repeated this with U're Gonna C Me).
Specific recording dates are unknown; it is possible that the track was initially recorded at around the same time as the other tracks included on The Chocolate Invasion, in 1999-2001, but it is also possible that Prince recorded the track closer to 2004 and felt it fit with the rest of the songs on the collection. Recording dates are not known for the version included on 3121 either, although it is likely he recorded this version between late 2004 and late 2005, at either Paisley Park Studios in Chanhassen, Minnesota, or 3121 Antelo Rd. in Los Angeles, California. This version was included as the elevent track on a late 2005 configuration of 3121, where it remained for release.