Jennifer Grey says Madonna's 'Express Yourself' was inspired by her high-profile '80s romance

Jennifer Grey is opening up about her high-profile romances at the height in the Dirty Dancing era, including one that inspired a Madonna song.

The actress, who played Baby in the iconic dance flick, has a new memoir, Out of the Corner, out May 3 and stories from it have been trickling out. Some are about her high-profile romances with ex-fiancés Matthew Broderick and Johnny Depp in the late '80s and early '90s.

Grey told People in an interview plugging the book that she was close friends with Madonna at that time, having appeared together in the 1989 film Bloodhounds of Broadway. When she ended her engagement to Broderick after a tumultuous four years together, that breakup inspired a 1989 Madonna hit.

"She told me she wrote 'Express Yourself' about me breaking up with Matthew," Grey said. "She played it for me in her car. I was in my log cabin with Johnny and she said, 'Come into my car.' And I got in her Mercedes where she had a really good sound system and she was like, 'Listen to this song I just did. It's about you.'"

Grey's Dirty Dancing character, Baby, even gets a callout in the lyrics: You deserve the best in life / So if the time isn't right, then move on / Second best is never enough / You'll do much better, baby, on your own.

Grey also shared that she contacted Madonna recently about the song, "I wrote her an email where I asked, 'Did you just tell that to everyone?'" But she said Madonna was right. Reflecting on her romances, Grey said, "What I've learned is that I demanded second best."

Grey and Broderick hit it off playing siblings in 1986's Ferris Bueller's Day Off and were together when she made Dirty Dancing the next year. It wasn't an easy relationship, especially after they were involved in a fatal car crash in Ireland in 1987 which left a mother and daughter dead. Broderick, who was driving and crossed into oncoming traffic, had injuries — and so did Grey, who has had multiple spine surgeries.

In the book, Grey shares ups and downs with Broderick. She wrote about a big breakup, after which Madonna threw her a birthday party (dubbed a "slut party") to cheer her up. Billy Baldwin was a guest at the party and she started dating him — and brought him as her date to the 1988 Academy Awards.

As her new romance blossomed, Broderick flew to L.A. to win her back, she wrote in her book. He showed up unexpectedly outside her therapist's office, got down on one knee on the sidewalk and handed her a jewelry box with a ring, asking, "Will you marry me? Let's spend the rest of our miserable lives together. Have miserable children in our likenesses. Whaddya say?'"

It took her the next month to decide, she wrote. She ended things with Baldwin and said yes to Broderick — but it didn't last. She dumped him for good one night after finding out he had spent the night at Helen Hunt's — though insisted things didn't get physical. Grey said she called Hunt and told her she could have Broderick. Broderick and Hunt went on to date.

Grey wasn't sad for long. Her agent set her up with a rising TV star, Depp, who was on 21 Jump Street at the time. In her book, she wrote, "If a mirage could have been a person in the summer of 1988, that mirage would have been Johnny Depp."

Despite Grey not being in any place to start a new romance, she was engaged to Depp two weeks after they started dating.

She told People, their romance "was like a f***ing bonfire. But none of my friends knew who he was. We didn't watch that TV show. Madonna didn't watch 21 Jump Street!" And they were always "twinning, wearing matching leather jackets."

While she initially found him to be sweet, funny, open and otherwise the whole package, he struggled with his growing heartthrob status and was trying to get out of his Jump Street contract to do other projects. While Depp was in Vancouver shooting, he started getting in trouble, bar fights and such and started missing flights to meet Grey. She also said he became moodier, which she attributed to his career frustration, and the easygoing, funny guy she first fell for disappeared.

Their breakup took place by a note. She said he left their hotel one morning for a work meeting and he didn't return — with no call or anything. She wrote a note and left it on the hotel bed saying she was done and left. Their engagement was over nine months after they had met.

Grey ended up marrying once — to actor/director Clark Gregg in 2011. The parents of one daughter, they divorced in 2021.

In Grey's book, she also details her work relationship with her Dirty Dancing co-star Patrick Swayze, saying there was friction between them and they didn't always get along. However, it worked for their roles.

Earlier this week, Grey shared an iconic scene from the Catskills dance flick, which was actually unscripted. Baby and Swayze's Johnny were practicing their dance and when Grey kept giggling while filming the scene because Swayze touched her underarm, he gave an annoyed look.

"I’m insanely ticklish what can i say!" Grey wrote.