The song was first released exclusively through the iTunes Store on 4 October 2005, for two weeks. The song peaked at #37 on the Billboard Hot 100 singles chart on 22 October 2005. After the release of INXS' album Switch, the single reached #7 on the BillboardHot Adult Top 40 Tracks chart.
In Canada, "Pretty Vegas" was one of the top singles of the year, going platinum and reaching number one on the chart. The single was also somewhat of a comeback song in Australia, becoming their first ARIA top 10 single in 14 years, peaking at #9.
The song debuted on the show Rock Star: INXS during the time when Fortune was vying for the lead vocalist spot in INXS. The eight contestants were challenged to write lyrics to a melody written by Andrew Farriss. They were divided into two teams of four. When Fortune did not see eye to eye with his team (which included runner-up Marty Casey), he decided to venture out on his own and write his own lyrics.
A few weeks after Fortune's win, the NBC drama Las Vegas chose "Pretty Vegas" as a promotional song for its upcoming season in 2005.