Over at Philadelphia Magazine, DJ Jazzy Jeff remembers He’s the DJ, I’m the Rapper:

Before we started on that album, we were in the process of doing a DJ album, and we already had those songs done, so when we started recording songs for He’s the DJ, I’m the Rapper, I was like, “Yo, why don’t we put both of these albums together and just do a double album?” It was kinda funny because no one had ever thought to do that. We just made the suggestion, and Jive was like, “Yo, that might be great. It would be the first rap double album.”

So, we already had half of that done, and we just started piecing together the songs and figuring out which ones we were gonna have on the record. One of the shows that we did was at Union Square in New York, and it just so happens that [New York radio DJ] Mr. Magic taped it. I just did a DJ routine and didn’t even think anyone was taping it. We did that at every show. He started playing the show on the radio, and people were calling in and requesting that part. It got so big that it really helped me as a DJ, especially in New York. So, we called Mr. Magic and asked if we could have a copy of the tape because I had suggested we put that on the album, too. So “Live at Union Square” was actually a cassette recording of us performing at Union Square.