Lady Day at Emerson's Bar and Grill premiered at the Alliance Theatre, Atlanta, Georgia, on April 16, 1986, with direction by Woodie King, Jr. and Reenie Upchurch as Billie Holiday.
The play was next produced Off-Broadway at the Vineyard Theatre on June 5, 1986, and then opened in a Vineyard Theatre production at the Westside Theatre on September 7, 1986.] This production closed on May 17, 1987 after 281 performances. Directed by Andre Ernotte, Lonette McKee starred as Holiday. In February 1987 S. Epatha Merkerson took over the role of Billie Holiday. The play won the 1987 Outer Critics Circle Award for Best Off-Broadway Book (Robertson).
The Hollywood Playhouse (in California) produced Lady Day in October 1987, directed by Andre Ernotte, and with S. Epatha Merkerson reprising her role as Holiday. Ernotte said that he wanted to "deglamorize Billie: show the dark, sad side. So it's not so much a nightclub act as a theater play with music." He also noted that Merkerson brought another aspect to the role as an actress rather than as a singer. The play was presented at the Long Wharf Theatre, New Haven, Connecticut in November 2005, with Ernestine Jackson as Billie Holiday.