The stripped-down track begins with delicate strokes of the keyboard before Prince's striking falsetto enters. "This could be the saddest story ever been told," he sings.

In a previous interview, Prince told Arsenio Hall that "The Breakdown" is his favorite song to play. "There's a song we've just written called, 'The Breakdown.' One of the things that we try to do, though, is wait until we have other songs that go together with our favorites," he said. "That's why it takes a long time to come out with albums these days. You know, not being under contract, there's no rush."