We March is the fifth track (fourth song) on Prince’s 17th album The Gold Experience, his first using the name . Around the same time as the album’s release, an edit of the track was included as the third and final track (second song) on a promo cassette of Dolphin available in the UK only. In 2001, a 1995 live version was released as part of NPG Music Club Edition # 2. In 2005, the same live version was included on the Live From Paisley Park download EP.
While specific recording dates are not known, basic tracking took place between May-July 1994, at Paisley Park Studios in Chanhassen, Minnesota, Guillaume Tell, Suresnes, France or Record Plant, Los Angeles, California. The track was included as the fourth track (third song) on a 13 October 1994 configuration of The Gold Experience. In a mid-July 1995, interview with Uptown Magazine, Mayte stated that Prince had "changed the music" on We March for the final release.
During a Love4oneanother.com "? of the week" in 1999, a fan (using the name Arthur) asked:
- "In creating the song, "We March," did you have the then-upcoming Million Man March in mind? While at the march, I remember hearing several positive references to you and that song; in that it conveyed the spirit of the March."
To which Prince confirmed its earlier recording date:
- ""We March" was indeed played at the Million Man March over the loudspeakers, but in fact was written b4 eye had heard about the event."