On Saturday, showrunner and producer Al Jean tweeted out the script for the unproduced episode, which was proposed for season 5 and allegedly rewritten by Conan O'Brien. The storyline finds Lisa attempting to win tickets to a Prince concert as a spider threatens to disconnect the call, and Selma telling Prince what a big fan she is.
However, Prince apparently had some objections to the script, and the episode was scrapped, though it's not clear why.
Prince did appear in references throughout the years, but never actually voiced a character. In season 20's "Treehouse of Horror" episode, Homer murders Prince with his own guitar.H/T Vulture