The regular 7" single featured an edited version of the title track with a playing time of 03:39; this version was identical to the one found on the b-side of the "Kayleigh" 7" single. No other versions were officially released. However, a 12" promo was sent out to radio stations which featured the extended version (5:45) (originally released on the 12" version of "Kayleigh") on side A and the edited version on side B. The extended version was also the one included on Brief Encounter.
Being a U.S.-only single, "Lady Nina" was not part of the collectors box-set released in July 2000 and was re-issued as a 3 CD set in 2009 (see The Singles '82–'88); however, both tracks of this single are included as they featured on the singles "Kayleigh" and "Heart of Lothian".