"In Private" peaked at #14 in the British charts. Though not released as a single in the United States, it proved to be popular with club DJs on both coasts and charted on the Hot 100 Dance/Club Play charts, also at #14. A separate remix single with an orange cover - as opposed to the other formats' colours of green (see right; also used for 12" and 7" versions) and purple (for the CD single) - was also released both on 12" and CD in certain territories, featuring three radically rearranged and remixed dance versions by Shep Pettibone.
The song was later re-recorded and released in 2006 on Fundamentalism, the limited edition second disc released with the Pet Shop Boys' album Fundamental. A different mix of this recording appeared as the b-side to the single "Minimal", released the same year, and was subsequently included in the b-sides compilation Format. It is performed as a duet between Neil Tennant and Elton John. The fact that both of them are openly gay men makes all the more pointed the song's subject of a hidden relationship that one of the participants is ashamed to admit to, especially on the following lines: Tennant: "What you gonna say when you run back to your wife?" / John: "I guess it's just the story of my life...!" / Both: "What are you gonna say...?"