The Sex Of It is the third track on Kid Creole and the Coconuts' eighth album Private Waters In The Great Divide (their third album on Columbia Records), and, a few weeks before the album's release, The Sex Of It was released as the album's first single. In 2003, it was included as the sixth and final track on the third and final disc on the compilation album The Ultimate Collection.
Basic tracking took place on 29 July 1987, at Paisley Park Studios in Chanhassen, Minnesota, a few weeks after the studios opened for recordings (the day before Eleven, Fifteen, Ten, Ten And ½, and three other instrumentals later named Night Owl, Overnight, Every Night and Andorra). August Darnell (a.k.a. Kid Creole) recorded his own vocals over the basic tracks in late 1989 or early 1990 (studio information is needed for his recording).
The album was completed and scheduled for release when Prince submitted the song in late 1989 (which he had promised when meeting Darnell in Europe during the Lovesexy Tour), and the record company delayed the release to include the song.
A handwritten tracklist for The Time’s Corporate World on which Prince and Morris Day worked on in Summer 1989 shows that The Sex Of It was, at one point, also considered for that album. But it is not known if an actual recording with Morris Day’s vocals took place.