Damned If Do is the ninth track on the first disc of Prince's 19th album Emancipation, the third album to be credited to .
While specific recording dates are not known, basic tracking took place in February 1996 at Paisley Park Studios in Chanhassen, Minnesota (during the same set of sessions that produced Saviour and Sarah). It was one of the final Paisley Park Studios sessions to feature Michael B. and Tommy Barbarella as regular members of 's band.
The track is the only track on the album to feature Prince's wife Mayte (credited by her middle name, "Janelle"), speaking Spanish.
The line "I’ll fill your cup / I won’t do it like Kevin" is a reference to a scene from Kevin Reynolds’ 1995 film Waterworld in which Kevin Costner pees in a cup.