When The Lights Go Down is the fifth track on Prince's 22nd album The Vault... Old Friends 4 Sale.
Specific recording dates and studio location are unknown; it is possible that the song was recorded at Paisley Park Studios in Chanhassen, Minnesota, during sessions for the album in 1991-2, but this has not been verified.
Sheila E. is credited as appearing on the album, and while her performance is not known, it is likely she appears playing hand drums on this track (although these were possibly played by Kirk Johnson).
In May 2020, Rhonda Smith shared a July 2009 rehearsal recording of this track on her social media channels. Although this recording features Prince throughout and likely comes from the same sessions as the official stream of In A Large Room With No Light, it was not officially released/streamed by the Prince Estate, and nor was it an unreleased studio version, so it is not listed below.