Franz Liszt's personality was complex: the wildest possible extremes of both behavior and philosophy were as natural as breathing to this man who lived as a flamboyant virtuoso, sired a number of illegitimate children, and yet took minor orders in the Catholic hierarchy. His intense devotion to the Christian faith was perhaps the cause (or more appropriately, the foil) for Liszt's preoccupation with the legend of Faust, and the character of Mephistopheles in particular (whom he seems to have revered). Perhaps this is because of his boyhood idol, the great virtuoso Nicolo Paganini, who was popularly rumored to be in league with the devil; however, motivations aside, "Mephisto" provided Liszt with a great deal of musical inspiration. In all, he composed four Mephisto Waltzes (the fourth of which was left incomplete), as well as a Mephisto Polka, which is of less interest.

The second Mephisto Waltz dates from Liszt's late period, during which he became increasingly isolated (entirely by his own choice) and began to write music of a shockingly "modern" nature (this music is generally less known, and composers such as Bartók and Debussy were stunned to discover that many of their own "innovations" had already been employed by Liszt. Having originally written it for orchestra in 1881, Liszt made a piano version of the work immediately after completing it. By no means one of the most experimental of his late works, it is nevertheless a great deal more harsh and adventurous than the first Waltz. Liszt loved to provide surprise endings, especially in his character pieces, and this is no exception. As the piece nears its conclusion, the music builds to a violent whirlwind of activity in the key of E flat, only to execute the (then-startling) tritone F natural and B natural (the tritone being for centuries known as "the devil in music").

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