“Go Deep” is the fourth single from The Velvet Rope. The funk-inspired R&B song is a party anthem about the healing power of going out with friends and dancing all night. Although the song failed to reach the Billboard Hot 100, it peaked within the top twenty in New Zealand and the United Kingdom. The music video appeared on the DVD edition of 2001’s All for You as well as the video compilation From Janet to Damita Jo: The Videos.