In the album's notes, Zappa describes The Yellow Shark as one of the most fulfilling projects of his career, and as the best representation of his orchestral works.

"[2] In 1991, Zappa was chosen to be one of four featured composers at the Frankfurt Festival in 1992 (the others were John Cage, Karlheinz Stockhausen and Alexander Knaifel).

[4] In addition to being satisfied with the ensemble's performances of his music, Zappa also got along with the musicians, and the concerts in Germany and Austria were set up for the fall.

The first concert was aired live by German pay TV channel Premiere, presented by the station's "Special" host Christian Eckert.

The posthumous album Everything Is Healing Nicely, released in 1999, contains recordings from around the same time, made in preparation for the performances documented on The Yellow Shark.