Written and produced by Madonna and longtime collaborator Mirwais, the song contains a sample from The Nutcracker (1892) by Pyotr Ilyich Tchaikovsky, and was inspired by the historical figure Joan of Arc.

"Dark Ballet" received generally positive reviews from music critics, who deemed it a highlight from Madame X and one of Madonna's most experimental songs.

[4][5] It has been described as an experimental pop[6] and electro-gospel piano ballad,[7] with the vocals making use of a vocoder, and lyrics that address the singer's faith and "lifelong crusade against the patriarchal forces of religion, gender, and celebrity".

[10] Following a piano interlude, it morphs into a "sinister"[11] and "mangled, glitching" fragment from The Nutcracker's Dance of the Reed Pipes, in which Madonna sings in a heavily edited robotic voice "I will not denounce the things that I have said/I will not renounce my faith in my sweet Lord".

[17] Variety's Jeremy Helligar deemed it, alongside "God Control", as one of the moments in Madame X where "true weirdness sets in", and "the closest Madonna may ever come to her own 'Bohemian Rhapsody'".

[20] The HuffPost's Daniel Welsh said "Dark Ballet" was the strangest song on the album, where the singer "takes the opportunity to let her detractors know that no matter what is thrown at her, she won’t be backing down".

[24] Jaime Tabberer, from Gay Star News, compared it to Madonna's previous singles "Human Nature" (1995) and "What It Feels Like for a Girl" (2001), as all three songs exude "the same ferocious attitude" and touch on the themes of discrimination and sexism.

[32] Blanco is openly gay and HIV-positive, and Madonna felt she could relate to Joan's struggles; "if you had existed as you in her time — you would have been burned at the stake as well", she told her.

[32] On June 5, she shared two previews of the video on her Instagram account: one showed her wearing a veil, intercut with religious iconography, while the other depicted Blanco being burned.

[5] Told in a nonlinear narrative, it begins with Blanco held captive in a stone cell, she's wearing a dirty white robe with her wrists bound.

[31][16] Blanco is then seen dancing, first in a cathedral wearing a gold corset, similar to the one Madonna wore on her Blond Ambition World Tour (1990), pleading with the men to spare her, and then at an altar.

[32][17] The video ends with an "inspiring" quote from Blanco: "I have walked this earth, Black, Queer and HIV positive, but no transgression against me has been as powerful as the hope I hold within".

[17] For Paper's Justin Moran "[Mykki Blanco's] take on Joan of Arc mirrors how his own everyday relishes the in-between", also pointing out the singer's absence in the video.

[36] A fragment of "Dark Ballet" was included during Madonna's performance of "Future" and "Like a Prayer" as an interval act in the final of the Eurovision Song Contest 2019.

[40] The performance featured "Joan of Arc references, religious garb and battles with dancers in gas masks reminiscent of the mice in The Nutcracker", as well as a ballet breakdown halfway through.

On October 9, 2021, following the release of the Madame X concert film, Madonna gave an "intimate cabaret performance" in the basement of Marcus Samuelsson's Harlem restaurant Red Rooster, and sang Lounge renditions of "Dark Ballet", "La Isla Bonita" (1987), Madame X album track "Crazy", and Cape Verdean coladeira song "Sodade"; she was dressed in a black cocktail dress with a "dramatic leg slit", lace gloves and long blonde wig.