"Deeper and Deeper" was written by Madonna, Pettibone and Shimkin, and produced by Madonna and Pettibone. Recording took place at Astoria's Sound Work Studios; personnel working on the song included Pettibone on the sequencing, keyboard arrangement, and programming, alongside Shimkin; Paul Pesco on guitars, Dennis Mitchell and Robin Hancock were the song's recording engineers, while George Karras was the mixing engineer. Background vocals were provided by Niki Haris and Donna De Lory. Musically, "Deeper and Deeper" is a house-flavored track with disco and Philadelphia soul influences. Its lyrics talk about sexual desire, but Dan Cadan argued in his text in the liner notes of GHV2 (2001), that they are actually about a young man coming to terms with his homosexuality. Madonna herself described the lyrics as "not terribly intellectual". Shimkin said he saw the song as a "big nod" to Madonna's earlier works with John "Jellybean" Benitez; De Lory on the other hand, recalled that, "[Niki and I]'d sung with [Madonna] before so it was just a really comfortable relationship. And oh my God, this song! All Niki and I wanted to do was sing sweeter and sweeter and sweeter".
In Australia and most European countries, "Deeper and Deeper" was released as the official second single from the Erotica album on November 17, 1992; in the United States, it was released on December 8. It was then included on Madonna's second compilation album, GHV2 (2001). Upon release, the song was met with generally positive reviews from music critics. J. Randy Taraborrelli, author of Madonna: An Intimate Biography, noted it was a "change of pace from the title track. A straight-ahead house groove in the tradition of the funkiest New York clubs". Similarly, Billboard's Joe Lynch expressed that, "if 'Erotica' was a bold sonic departure for Madonna, the second single, 'Deeper and Deeper', found her in more familiar disco and house territory". Also from Billboard, Larry Flick stated that, "the chorus embeds in your brain upon impact", and highlighted the "Vogue" sample as "one of the song's cooler moments". On his review of Erotica, the magazine's Paul Verna referred to "Deeper and Deeper" as a "playful disco-throwback". AllMusic's Stephen Thomas Erlewine considered it among Madonna's "best and most accomplished music". For Rolling Stone, Arion Berger highlighted the track as one of the album's "pure disco" moments that do not need "emotional resonance to make them race".
Bobby Woods, an executive producer at Madonna's companies Boy Toy Inc. and Maverick films, directed the music video for "Deeper and Deeper". Filming took place from November 7–8, 1992, at Ren-Mar Studios and The Roxbury nightclub in Hollywood, California. Madonna portrays Andy Warhol protégé Edie Sedgwick. According to the director, the singer wanted to do an "Andy Warhol/Edie Sedgwick styled video. She believed, and I think this is accurate, that there was a similar feel to the times of America in the Roaring 20s and the Disco 70s." German actor Udo Kier, director Sofia Coppola, Madonna's personal friend Debi Mazar, porn director Chi Chi LaRue, porn performer Joey Stefano, music executives Seymour Stein and Guy Oseary, Ingrid Casares, actor and comedian Ray Walston, and Warhol Superstar Holly Woodlawn, all made cameos. Madonna asked former Warhol superstar Joe Dallesandro to participate in the video, but he turned down the offer. The dance sequences in the video were, according to Woods, "100% spontaneous. We loaded a dance floor with people, put her record on, and the dancing began."
Credits are adapted from the album's liner notes.
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