Another Lonely Christmas was released as the b-side of the single I Would Die 4 U, the fourth commercial single to be released from Purple Rain, released worldwide. It was also included as the a-side on the promotional release Syndicate, available in Japan only at around the same time. In 1993, the track was included as the 17th track on The B-Sides compilation album.

Basic tracking took place on 18 February 1984 at Sunset Sound in Hollywood, California (five days after Noon Rendezvous, the day before recording Pop Life). Although credited to Prince and the Revolution, only Prince contributed to the track.

As the lyrics state "Last night, I spent another lonely Christmas", it is appropriate that the only time Prince has played this song live was on 26 December 1984 in St. Paul, MN, USA.

Lyrics
Last night I spent another lonely Christmas
Darling, darling, you should've been there
'Cause all the ones I dream about
You are the one that makes my love shout, you see
You are the only one I care for

Remember the time we swam naked
In your father's pool?
Boy, he was upset that night
But boy, was that ever cool

Remember the night we played Pokeno for money
And you robbed me blind
Remember how you used to scream so loud
'Cause you hated that number nine

Hey, I saw your sister skating on the lake
This afternoon
Good heaven, how she's grown
She swoons the boy skaters she's so tall

But of all your father's children
All your father's children, baby, you know
You are the finest of them all
You are brighter than the northern star and I

Last night I spent another lonely Christmas
Darling, darling, you, you should've been there
You see, of all the ones I dream about
You are the one that makes my love shout
You see, you are the only one I care for, yeah

My momma used to say "always trust your lover"
Well, now I guess that only applies to her

'Cause baby, you promised me
Baby you promised me you'd never leave
Then you died on the twenty-fifth day of December
Oh, baby

Last night I spent another lonely, lonely Christmas
Darling, baby, you, you should've been there, now
'Cause all the ones I dream about
You are the one that makes my love shout, you see
You are the only one I care for

Your father said it was pneumonia
Your mother said it was strep
But the doctor said you were dead and I
I say it's senseless

Every Christmas night for seven years now
I drink banana daquaris 'til I'm blind
As long as I can hear you smilin' baby
You won't hear my tears
Another lonely Christmas is mine
Yeah, mine
Yeah
Another lonely Christmas is mine

Last night, yeah, I spent another lonely, lonely Christmas
Darling, darling, you should've been there, yeah
'Cause all the ones I dream about
You are the one that makes my love shout, you see
You are the only one I care for

Another-other, hee, hee