Songwriter and lead guitarist Ritchie Blackmore said the song is "based on an old folk Czech melody which Candice and I thought were very melodic and haunting. We adapted and arranged to suit more of a rock structure. We also played it as a ballad as it was originally intended. We asked several of our Czech friends what it was called but they couldn't tell us, so it remains a mystery."
The song is the lead single from the duo's 2013 album Dancer and the Moon, which is their third record with a lunar reference in the title (their debut Shadow of the Moon and their sophomore release Under a Violet Moon). This is addressed in the album's liner notes:
"We find that the Dancer and the Moon is visually and emotionally representative of how we feel about our music. We have always had a very strong pull to the mystery of the moon, her magic, her power, her legend. She affects us so deeply that we have named many CDs after her and she almost always represented in our songs. The dancer gives herself completely, unabashedly and whole-heartedly moved by the intensity of the music she feels within her soul. As the music, the moon and the dance are what inspires us… we thought it to be a true reflection."
The song appears in two versions on the album. This Rock interpretation is preceded by a "haunting ballad" acoustic version called "Somewhere of the Sea (The Moon is Shining)."