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In this song, Madonna is comparing rain with the feelings of love. Just as the rain washes away the dirt, love washes clean the sorrows of the past, leaving just you and your lover in that moment of time. Madonna wrote the song with her frequent early '90s collaborator Shep Pettibone, who also worked with her on "Vogue" and "This Used To Be My Playground."
Publicity materials for the album said that this song was a tribute to Karen Carpenter, possibly because of the way Madonna sings it. Madonna said of the singer: "Karen Carpenter had the clearest, purest voice. I'm completely influenced by her harmonic sensibility."
The video was directed by Mark Romanek, who later did the Johnny Cash video for "Hurt" and the Robin Williams movie One Hour Photo. The video won for Best Art Direction and Best Cinematography at the MTV Video Music Awards.