Live from Madison Square Garden was originally scheduled as a non-televised house show produced by WWE. The event was aptly named as it was held at Madison Square Garden in New York City, New York on October 3, 2015. As part of a feud between Brock Lesnar and The Undertaker going into the Hell in a Cell pay-per-view later that same month, WWE decided to air the event as a WWE Network-exclusive special and promoted the event as part of Lesnar's "Go To Hell Tour." This was also Lesnar's return to Madison Square Garden in his first match in the arena since his original departure from the company in 2004. As such, the event was also called Live from MSG: Lesnar vs. Big Show, as Lesnar was scheduled to face Big Show at the event. The event also marked the 25th anniversary of Chris Jericho's debut in professional wrestling.