"Damn U" is a slow-grooving romantic R&B ballad, featuring strings and violin. Prince sings of a woman who affects him greatly emotionally, and uses the term "damn u" as an expression of surprise at the woman's power over him. His vocal range shifts throughout the song from very high falsetto to his deeper lower baritone. The music video features Prince singing in the outfit he is wearing on the cover, sitting on a stool with shots of the New Power Generation performing the music. The video is notable for featuring Carmen Electra, and was used in the 1994 direct-to-video film 3 Chains o' Gold.
"Damn U" was released as a limited edition single and tailored for the R&B market; it became the lowest charting single from the album. It failed to make the US Billboard Hot 100, but it peaked at number 8 on the Bubbling Under Hot 100 Singles chart. It fared better on the R&B/Hip-Hop chart, where it made the Top 40, peaking at number 32. It received the most airplay on Mainstream Urban and Urban Adult Contemporary radio stations, and reached the top 10 on R&R's UAC Airplay chart. The single was not released anywhere else in the world.