"Nothing Has Been Proved" prominently features an orchestral arrangement by Angelo Badalamenti and a soprano saxophone solo, as the song fades, by Courtney Pine.

According to Tennant, Woolley liked the idea of having the song performed by someone who was already well known at the time of the Profumo affair; in 1963, Dusty was lead singer of the popular group the Springfields and was just about to launch her solo career.

The lyrics of the song describe in roughly chronological order the actual course of events and mention, by first name only, the main characters involved: Mandy Rice-Davies, Christine Keeler and Stephen Ward, as well as Lucky Gordon, Johnny Edgecombe and Vickie Barrett.

The original Pet Shop Boys demo recording of "Nothing Has Been Proved", with lead vocals by Neil Tennant, was included on the expanded re-issue of their 1988 album Introspective in 2001.

There are also short clips from the film Scandal, which starred Joanne Whalley, John Hurt, Ian McKellen, Britt Ekland and Bridget Fonda, as well as original news footage from 1963.