The song's lyrics are written in first person,[9] and convey a dream about a visit to a formal dance party in Hell, hosted by the Devil.

[10] Biographer James Kaplan referred to "At the Devil's Ball" as "sheer, surrealistic genius," and wrote that the song "[derives] its great good humor from the brilliantly homely details: a coat check at the entrance to hell; the cute Mrs. Devil in her beautiful fireman's hat; and the masterstroke, the mother-in-law dancing with Old Nick himself.

"[9] The recording of the song featuring vocals by Maurice Burkhart was included on the soundtrack of the 2019 horror film Candy Corn.

[11][additional citation(s) needed] The song was feature in the floor show of The Boulet Brothers' Dragula season 5 episode 3 titled Ghosts of the Gatehouse.

The Boulet Brothers indicated this was one of their favorite songs both in the episode and in their recap podcast Creatures of the Night.