Jackson has performed the song on many of her tours, excluding the Janet World Tour. It opened her first concert tour Rhythm Nation 1814 Tour in 1990. It began with Jackson rising out of the floor perched upon a steel lift that resembled an oil rig. As she rose through the fog, she started singing the song. The song was performed during a "frenzied" medley of "Control" "The Pleasure Principle", "Nasty" and "Throb" on The Velvet Rope Tour in 1998. The medley at the October 11, 1998, show at the Madison Square Garden in New York City was broadcast during a special titled "The Velvet Rope: Live in Madison Square Garden" by HBO. It was also added to the setlist at its DVD release, ' in 1999. During the All for You Tour (2001–2002), "What Have You Done for Me Lately" was performed in a re-worked version, during a medley with "Control" and "Nasty". According to Denise Sheppard from "Rolling Stone", it was "another crowd favorite; perhaps best dubbed as the "bitter" portion of the night", also adding that "this performer - who has been performing onstage for twenty-eight years - knows what the crowd comes for and gives it to them in spades". The February 16, 2002 final date of the tour at the Aloha Stadium in Hawaii, was broadcast by HBO, and included a performance of it. This rendition was also added to the setlist at its DVD release, ', in 2002.