It was seen as a homage to American artist Andy Warhol and Italian director Luchino Visconti, with Madonna playing a character based on Edie Sedgwick, who goes out to a nightclub to meet her friends and boyfriend.

[1] The first two projects from the venture were her fifth studio album Erotica and a coffee table book of photographs featuring Madonna, entitled Sex.

[6] According to Shimkin, while they were recording the song, Pettibone began singing some lines of "Vogue" (1990); Madonna, who heard this and emulated it, liked the sound and decided to keep it.

[9] 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.

[4][10][11] 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.

[16] "A stylistic diversion on the often chilly Erotica album, ['Deeper and Deeper'] calls back to 'Vogue' (both musically and via a direct late-song lift) with its disco warmth and propulsive house beat.

[24] 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".

[6] 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".

[27] 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".

[30] Slant Magazine's Sal Cinquemani deemed the single "both a product of its time and a timeless Madge classic", as well as one of the singer's "gems" that "get lost to pop history".

[3][31] In another occasion, Cinquemani said that it is "one of the few tracks from Erotica not weighed down or muddled by Pettibone's gritty production" that sounds equally good today to how "it did nearly a decade ago".

[36] Barbara Walker, writing in the Sun-Sentinel, opined that, "the set's showcase dance track, 'Deeper and Deeper', never quite takes off", and deemed the "Vogue" sample lazy.

[37] In a less favorable review, Cashbox's Randy Clark dismissed its "soulless and formulaic disco/kiddie-pop sounds dating back to 'Into the Groove'" and "simpleton Madonna lyrics [and] overdone melodic phrases".

In 2011, Slant Magazine placed the song at number 36 on their list of "The 100 Best Singles of the 1990s"; Ed Gonzalez wrote: "Among Madonna's finest achievements, the angsty pop anthem 'Deeper and Deeper' is both an acute distillation of Erotica's smut-glam decadence and the singer's lifelong blond ambition".

[39] Matthew Jacobs from HuffPost placed the song at number 35 of his ranking of Madonna's singles, calling it her "finest disco flourish".

[40] On Gay Star News' ranking, the single came in at number 11; Joe Morgan called it "infectious, entrancing and one of her best dance anthems".

Club, Stephen Thomas Erlewine placed the track in the 28th position of the publication's ranking of Madonna's singles: "['Deeper and Deeper'] is a ray of light within the darkly provocative Erotica".

"[79] 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.

"[79] Described as a "pastiche of 70s images", with scenes both in color and black and white, the video begins with a man (Kier) in a darkened room speaking German with subtitles in English: "Beware!

"[85] According to Guilbert, the video recreates "the atmosphere of the underground films of Warhol and Morrissey, particularly Flesh (1968) and Trash (1970)"; furthermore, he described Madonna's appearance as a mixture of Isadora Duncan, Dita Parlo, and Ingrid Thulin in La caduta degli dei (1969).

[16] Guilbert also pointed out references to Italian director Luchino Visconti, and actor John Travolta in the 1977 film Saturday Night Fever.

[16] Matthew Rettenmund wrote that, despite being one of her "least admired videos, it's nonetheless creatively costumed and full of energy, even where it lacks cohesion or conceptual imagination.

[29] The Los Angeles Times' Chris Willman compared the music video to a Redd Kross show, and critiqued Madonna for sporting the "most unattractive blond bob possible".

He ultimately concluded: "The oddball mixture of corny nostalgic kitsch and druggy malevolence [in 'Deeper and Deeper'] is intriguing on the surface but, at its core, nothing but deep.

"[86] Louis Virtel from The Backlot ranked it as the singer's 29th greatest video, and Nerdist's Eric Diaz her 12th; the latter writer felt the clip "perfectly captures the euphoric joy of just losing yourself in the beat on the dance floor".

[93] The performance began with a male member of the audience jumping onstage, trying to dance with a startled Madonna; he then ripped his tearaway pants, revealing himself as one of the concert's dancers.

[96] The staff of The Washington Times opined that the singer displayed "vocal nuances we didn’t know she had", while Kevin Naff from Southern Voice highlighted the "beautifully reworked" rendition.

[97][98] It was sung in its original form on the Rebel Heart Tour;[99] the number featured line dancing and, on one point, a dancer carried Madonna in a piggyback style, while the backdrop screen showed a jukebox.

[102] For PopCrush, Bradley Stern pointed out that during the performance, the singer and dancers "exploded with the same joyous energy of the club delight of the song’s video".