This was written for the movie At Close Range, staring Sean Penn, who Madonna was married to at the time. In 2004, Penn won an Oscar for his role in Mystic River. To this date, Madonna has never won an Oscar, not even for Swept Away.
Madonna wrote this with Patrick Leonard, who worked on many of her albums. Leonard also produced and played keyboards on albums by Rod Stewart and Elton John.
In a 2009 interview with Rolling Stone, Madonna said, "Sometimes when I'm writing songs, I'm just channeling. I could say that 'Live To Tell' was about my childhood, my relationship with my parents, my father and my stepmother. But maybe not. It could be about something in an F. Scott Fitzgerald novel or a story that I heard once. It's true, but it's not necessarily autobiographical."
This was one of Madonna's first ballads. Early in her career, she relied on dance songs like "Lucky Star" and "Borderline," but she has done very well with slow songs like "Take A Bow" and "This Used To Be My Playground." It took her a few years to develop the vocal range for the ballads.
On her 2006 "Confessions" tour, Madonna performed this song while suspended from a giant cross and wearing a crown of thorns. Predictably, this caused a great deal of controversy and angered certain religious groups. When NBC aired a special of Madonna's concert, they refused to show the cross scenes. An uncut performance is available on Madonna's Confessions Tour DVD/CD collection.
Madonna told Rolling Stone : "When I performed "Live to Tell" on a cross, I was supporting Jesus, paying homage to his message, which is to love your neighbor as yourself, to treat people with dignity. The Christians didn't like that."
Madonna told Mojo March 2015: "It was kind of inspired by the movie and family secrets and the things that make you who you are, but you don't necessarily want to share. Mix that in with my own childhood and my own growing up and all that. My real experiences get mixed in with things that I imagine."