[1] The song addresses decadence and desire, and has been called an "ode to subtle addictions and the way our compulsions rule our lives".
The music video for the track, directed by Giles Dunning and released by DreamWorks in 2001, features Wainwright performing the song at a piano inside a warehouse, and scenes of him walking around New York City.
In his review for Allmusic, Matthew Greenwald wrote that the song "combines classic Gershwin/Brian Wilson pop feels along with a strong sense of French cabaret show tunes", and called the shifts in modulation coupled with dissonant chords "intoxicating".
Apart from being the opening and closing track on Poses, a live performance of "Cigarettes and Chocolate Milk" from Central Park SummerStage appeared on Wainwright's 2005 music DVD, All I Want.
"Cigarettes and Chocolate Milk" appears on the soundtrack to the Italian film Caos Calmo, as well as the following compilation albums: Live at the World Café: Handcrafted (2002),[5] 107.1 KGSR Radio Austin – Broadcasts Vol.10 (2002),[6] Oh What a Feeling 3 (2006), and Northern Songs: Canada's Best and Brightest (2008).