The album combines recordings from the first live appearances by Davis in more than five years, at Boston's Kix Club, on June 27, 1981.

Other tracks were recorded at Avery Fisher Hall, New York City, on July 5, and a specially prepared stage at Nishi-Shinjuku in Tokyo, Japan, October 4 of that year.

Miles Davis had returned to the studio in 1980, after a long hiatus during which he left the trumpet alone and focused on women and cocaine, according to his autobiography.

[5] Changing some personnel while recording The Man with the Horn, he formed a live band consisting of Mike Stern on guitar (replacing Barry Finnerty), Al Foster on drums, Mino Cinelu on percussion (he had replaced Sammy Figueroa), Bill Evans on soprano, and Marcus Miller on bass.

He attended an impromptu jam session at Davis's apartment with Mike Stern, playing with a cymbal and some drums, and was hired.

[8] Rehearsals were mostly jam sessions, though technical preparations were meticulous and included the development of a wireless system for Davis's trumpet.

The younger band members were somewhat disconcerted by the looseness of the rehearsals (Stern especially was worried), but this organization, with no music written down beyond basic song structures, was exactly what Davis wanted.

[10] The shows at Avery Fisher Hall were advertised as Davis's real comeback, and the sold-out concerts were attended by many artists and celebrities.

Two versions of "Jean-Pierre", a long and a short one, are the bookends on the first record for two songs from The Man With the Horn, "Back-Seat Betty" and "Aïda" (here called "Fast Track").

[25] In regard to the Grammy he told journalist David Breskin that he didn't record for any other reason than money, though biographer Ian Carr says the comment "belied the fact that the award had pleased him mightily".