Nick Kamen attained popularity in 1985 when his modelling career gave him the chance to star in Levi's "Launderette" television commercial. The clip showed him stripping down to stone-wash his blue jeans in a 1950s style public laundromat while he waits clad only in his boxer shorts, which was one of a series of Bartle Bogle Hegarty advertisements that dramatically increased the popularity of Levi 501s. The commercial, directed by Roger Lyons, was selected for, and came fourth in, The 100 Greatest TV Ads in 2000. Kamen later decided to delve into music, and released his self-titled debut album in 1987. Written and produced by Madonna and Stephen Bray, "Each Time You Break My Heart" was the lead single from the album. Madonna had previously expressed interest in producing Kamen's record. But since she was busy shooting for her film, Who's That Girl then titled Slammer, she chose to write and compose one song. Madonna had originally written and recorded the song for her third studio album, True Blue, but it did not make the cut. Her original version remains unreleased officially, but has leaked onto the internet. It is almost identical in melody and structure to Kamen's version. The Japanese promo 7" sent to the DJ was released in unique black and white custom picture sleeve featuring Madonna and Nick Kamen in a studio.
A writer for Billboard magazine listed the song as one of the "New and Noteworthy" singles released, saying that the combination of the writer and the producer duo, along with Kamen's looks would make the song popular. The reviewer added that the song was musically "light synthpop" and vocally reminiscent of The Bee Gees. The song achieved success in many European countries, including Ireland, Italy, UK, Swiss, and in the U.S. it was a top five hit on the dance charts.