Zannalee is the sixth track on Prince’s 18th album Chaos And Disorder (his second to be released using the name ), but, in early 1995, a short instrumental rehearsal version of the track was included (as Zannalee (Prelude)) as the fifth track on Prince’s VHS release The Undertaker.
While specific recording dates are not known, basic tracking took place in mid to late May 1993 at Paisley Park Studios in Chanhassen, Minnesota (during the same set of sessions that produced Space, Pope, Strays Of The World, What’s My Name, Interactive, Solo, and an updated recording of Race). This initial version was used for the track’s video, which was shown before concerts on The Ultimate Live Experience tour in early 1995. Overdubs and additional recording took place at a later date (most likely in April 1996, at South Beach Studios, Miami Beach, Florida). For unknown reason, a line from the original version ("2 get them in the mood, I give them some cherry wine / Then we watch a movie, one of them dirty kind") was omited with the second the part "2 get them in the mood, I give them some cherry wine" repeated twice at the beginning of the second verse. In the unreleased video, the dirty kind movie is illustrated by a videotape of the French 1986 film Betty Blue.
The rehearsal version included as the fifth track on the The Undertaker album (which was ultimately abandoned, but released on home video as The Undertaker) was recorded on 14 June 1993 at Paisley Park Studios (along with versions of The Ride, Poorgoo, Honky Tonk Women, Bambi, The Undertaker and Dolphin, the day before recording Calhoun Square).
It is not known if the names "Zannalee" and "Fendi" refer to anyone in particular, or if they simply characters for the song.