Though her acting career was slowly taking off, the increasingly rebellious teenage Milla was beginning to take an greater interest in music than in drama, and felt that her careers in film and fashion were becoming a hindrance to her other, more creative aspirations. Learning to play the guitar and writing her own songs became a new expressive outlet. Milla spoke of her reservations about continuing modeling to Oneworld magazine in 1997:

Although still taking on herself another acting job in 1992 — the small, if iconic, role of Michelle Burroughs in Richard Linklater’s cult classic, Dazed & Confused (1993), during the production of which she eloped to Las Vegas with co-star Shawn Andrews, only to have their marriage quickly annulled by Galina Jovovich just two weeks before Milla’s 17th birthday — it was becoming increasingly evident to Milla that it was time to make a choice between film, fashion and music. Tiring of the other two, modeling in particular, 16-year-old Milla chose the third. From Purple Fashion, 2009:

On April 5 1994, Milla released her debut album under her first name. The Divine Comedy, the name of which draws reference to Dante Alighieri’s renowned 14th century literary classic, is a strong 45-minute statement of independence, a compilation of 11 folky, melodic tracks, as written and performed by Milla. Although not a commercial success, 18-year-old Milla was able to surprise skeptics and critics alike with her strong vocals and mature lyrics, both of which were noted by many respected music publications and -critics at the time of the album release. Tracks from the album have been featured in films, such as The Leading Man (1996) and The Rules of Attraction (2002).

Since her critically acclaimed musical debut, many were eager to see a follow-up to The Divine Comedy. In an interview with InStyle magazine in 2007, Milla revealed she indeed recorded another album shortly after her first, but ended up not releasing it due to creative differences with her recording label. From InStyle, 2007: