The ballet is collaboration with choreographer Javier De Frutos and Britain's leading contemporary dance theatre, Sadler's Wells. Based on the Hans Christian Anderson story of the same title, it runs at Sadler's Wells in London from March 17-26, 2011.

Tennant and Lowe proposed Andersen's story as the basis for a new ballet to Sadler's Wells in London in 2007 after a friend, the then Royal Ballet principal, Ivan Putrov, asked Neil Tennant if Pet Shop Boys would consider writing a piece of music for him to dance to at Sadler's Wells.

Coincidentally a couple of days later, Chris Lowe suggested to Neil Tennant that "The Most Incredible Thing" would make an excellent narrative for a ballet and, inspired by this synchronicity, they approached Sadler's Wells with the project. The following year Javier De Frutos was chosen as the choreographer. The story is about a competition in a mythical kingdom where the King announces that whoever invents the most incredible thing will win the hand of the Princess in marriage and half of the Kingdom. What follows is creative, destructive but ultimately happy.

Tennant and Lowe composed most of Act One in autumn, 2008, and the rest of the score in 2010. The music is a combination of electronics and orchestra. They approached the young German musician Sven Helbig to create the orchestrations and at the end of 2010 these were recorded in Poland with the Wrocław Score Orchestra conducted by Dominic Wheeler. After the initial run of performances of The Most Incredible Thing in March, a return to Sadler's Wells followed by a tour is planned for 2012.

Neil & Chris said: "This is a very exciting project to be part of. In the past we have written dance music so to write music for a ballet seems like a logical development. Also we have always been fascinated by giving our music a theatrical context."