The Belle Of St. Mark is the first track on Sheila E.'s first album The Glamorous Life, and, six months after the album's release, The Belle Of St. Mark was released as the album's third and final single. In 1986, the extended Dance Remix version was included as the fourth and final track on The Glamorous Club Dance EP, a Japan-only EP of extended versions of Sheila E.'s singles. The Belle Of St. Mark was written by Prince, but credited to Sheila E..
Initial tracking took place on 5 January 1984 at Sunset Sound, Hollywood, CA, USA (the day after The Bird, the same day as Oliver's House, three days before a re-recording of 17 Days), and the song was originally intended for Apollonia 6 until Prince began to work with Sheila E. in February 1984, at which time he set the song aside for her. Sheila E.'s vocals were recorded in the first few days of April 1984 at Sunset Sound.