S&M Groove (a.k.a. Sado-Masochistic Groove) was initially heard as a 0:34 excerpt streaming on Love4OneAnother.com in June 1997 (as Sado-Masochistic Groove), along with excerpts of ( Like) Funky Music, Funk Radio and Shoo-Bed-Ooh. In July 2001, it was released as part of the NPG Music Club Edition # 6 as an mp3 download, using the name (since he had recorded the track prior to reverting to the name Prince). In 2004, a slightly edited version was included as the second track on the compilation album The Slaughterhouse.
Initial recording dates are unknown, but the track was believed to have been recorded in 1997 during sessions for the New Power Generation’s album Newpower Soul. Since this album was largely recorded by alone, it is likely there was no 'band' version recorded.