Given its publication date at the end of 1938, this work was likely composed around the same time as the Impromptu in E major. Schoudens & Cie primarily handled the publication of Auric's film scores and chansons. Although this work is a piano piece, it is highly probable that it emerged as a byproduct during the creation of film music or chansons.

The Foxtrot is a ballroom dance step that originated in the United States in the 1910s, characterized by a two-beat rhythm featuring alternating slow and quick steps. In France during the late 1920s, it was treated as a concept almost synonymous with 'jazz' [Note: Arthur Hoérée, a Belgian composer and musicologist, distinguished 'jazz' from 'foxtrot' in his 1927 paper, defining the latter as a formal principle based on metric displacement. Arthur Hoérée, « Le Jazz», La Revue musicale no 12 octobre 1927, p. 213-241.], Ravel and Jean Wiéner frequently employed it in their works.

This work is in 2/2 time, with single-note or octave accompaniment placed on the first and third beats of the left hand. The melody, in C minor (partially E-flat major), frequently employs seconds, creating a melancholic atmosphere.