Nirvana taped their performance on November 18, 1993, at Sony Studios in New York City. Cobain suggested decorating the stage with stargazer lilies, black candles, and a crystal chandelier. When Coletti asked if it was meant to look like a funeral, Cobain replied, "Exactly. Like a funeral."

Nirvana was joined by guitarist Pat Smear and cellist Lori Goldston, who had been touring with them. Despite the acoustic premise, Cobain insisted on using his acoustic guitar with an amplifier and effects pedals. Coletti built a fake box in front of the amplifier to disguise it as a monitor wedge. He noted, "It was Kurt's security blanket. He wanted those effects. You can hear it on 'The Man Who Sold the World.' It's an acoustic guitar, but he's obviously going through an amp."