A dance-pop song, "Into the Groove" begins with a spoken introduction by Madonna, and the sound of drums and synth bassline being heard. This is followed by the chorus, where Madonna's voice is double tracked and the treble is increased by a notch. A synth line counterpoints the main tune, adding a contrast. The bridge, where Madonna sings the line "Live out your fantasy", features her vocals in a lower register alongside the main ones. According to the sheet music published in Musicnotes.com by Alfred Publishing Co. Inc., the song is set in the time signature of common time with a medium tempo of 116 beats per minute. The song is set in the key of C minor with Madonna's voice spanning from the low-tone of C4 to the high-tone of D5. It has a basic sequence of Cm7–B/C–Cm7–A as its chord progression.