Thunder is the first track on Prince’s 13th album Diamonds And Pearls, the first album to be credited to Prince and the New Power Generation. Eight months after the album’s release, Thunder was released as a 12" single in the UK, as the album’s sixth and final single.
A tape photographed in Prince’s vault at Paisley Park Studios lists it as 24 January 1991, suggesting the exact date for the recording at Paisley Park Studios in Chanhassen, Minnesota. This can not be correct, however, as Prince and the New Power Generation performed in Rio de Janeiro, Brazil for the Rock In Rio II festival that same day. It is likely the track was recorded in late January after their return (possibly even on January 25) and simply mislabeled. Alternatively, it could have been recorded prior to the South America trip, and only filed on January 24.
It was included as the first track on 1 March 1991, and 8 May 1991, configurations of Diamonds And Pearls, where it remained for release.
Additional recording took place on 5 October 1991 (four days after the release of Diamonds And Pearls and the recording of Do U Wanna Rock?, Sweet Baby and Allegiance), to turn the song into a suite suitable for ballet; this version, known as The Thunder Ballet was given to the Joffrey Ballet company for use in their Billboards production (which exclusively used Prince music), released on home video in 1994.