The Dance is the eleventh track on his 31st studio album 3121. In 2004, an earlier version of the song was included as the eighth track on Prince’s 29th album The Chocolate Invasion, available as a download only. It was the only track on the album not to have been previously-released on the NPG Music Club. The Dance was removed from The Chocolate Invasion when the album was featured on Tidal in 2015 (and other digital and streaming plateforms later).
Specific recording dates are unknown; it is possible that the track was initially recorded at around the same time as the other tracks included on The Chocolate Invasion, in 1999-2001, but it is also possible that Prince recorded the track closer to 2004 and felt it fit with the rest of the songs on the collection. Recording dates are not known for the version included on 3121 either, although it is likely he recorded this version between late 2004 and late 2005, at either Paisley Park Studios in Chanhassen, Minnesota, or 3121 Antelo Rd. in Los Angeles, California. This version was included as the eleventh track on a late 2005 configuration of 3121, where it remained for release.