After Vaughan's divorce from Lenora "Lenny" Darlene Bailey became final, recording for Double Trouble's fourth and final studio album, In Step, began at Kiva Studios in Memphis, Tennessee, working with producer Jim Gaines and co-songwriter Doyle Bramhall.
Despois de que o divorcio de Vaughan de Lenora "Lenny" Darlene Bailey fora definitivo, a gravación do cuarto e último álbum de estudo de Double Trouble, In Step, comezou nos estudos Kiva de Memphis, traballando co productor Jim Gaines e co-compositor Doyle Bramhall.