Empty Room was initially released as a members-only download from the NPG Music Club on 4 January 2003 (the day after similar downloads were made available of Copenhagen, Nagoya, Osaka and Tokyo).
As an "experiment", the song was released by an e-mailed link to European members only, as the track was recorded during the European leg of the One Nite Alone... Tour (during a NPG Music Club members-only soundcheck on 25 October 2002, where Copenhagen was also recorded).
The same version was later included as the fifth and final track on Prince's third live album C-Note (a compilation of these five soundcheck tracks).
Two studio versions of the track exist.
Basic tracking took place on 4 August 1985 at the Washington Avenue Warehouse in Edina, Minnesota (three days after Splash, six days before Sexual Suicide).
It was recorded with the Revolution, following an argument with Susannah Melvoin.
In mid-late March 1992, Prince re-recorded the song at Paisley Park Studios in Chanhassen, Minnesota, as a quieter piano track for the James L. Brooks movie I'll Do Anything (during the same set of sessions as I'll Do Anything, Make Believe and My Little Pill), but the track is not known to have been considered for the movie, and was not included on a planned I'll Do Anything album.
In late 1994, Prince made a video for the song, using the original 1985 music (see Empty Room for details).
It is possible the song was considered for inclusion on the Chaos And Disorder album at this point, although this has not been verified.
In 1999, the same original 1985 recording was intended for inclusion on the Prince and the Revolution album Roadhouse Garden, but this album was ultimately left unreleased.
No studio version of the track has been released.