Live At The Aladdin Las Vegas was a direct to video release and the 16th Prince home video and seventh live concert released on Home Video format. On 29 May 2020, The Prince Estate re-released the DVD on a 4CD+DVD box set called Up All Nite With Prince: The One Nite Alone Collection which also includes the One Nite Alone..., One Nite Alone... Live! and One Nite Alone... The Aftershow: It Ain't Over! albums.
The dvd features edited down concert footage, recorded on 15 December 2002 at the Aladdin Theatre for the Performing Arts in Las Vegas, Nevada, USA. It features both songs from his own catalogue as some covers Prince would perform live. Special guests included former band associates, Eric Leeds and Sheila E. and 2002 band regulars Maceo Parker and Greg Boyer, as well as Nikka Costa. The audio was recorded directly from the mix console of Prince's long time sound engineer, Scottie Baldwin.