Create a foundation for your face. According to Penny Delamar, author of The Complete Make-up Artist: Working in Film, Fashion, Television and Theatre, makeup for ballet "traditionally comprises very pale skin tones, whitened shoulders and arms and strong eye make-up." Apply a foundation with a sponge or brush, and extend it beyond your chin and over exposed skin, such as shoulders and neck.
Create the shadows that appear naturally off stage. When you are not dancing on stage under bright lights, your face has natural shadows created by features such as your cheekbones, nose and even your chin (a cleft, for example). Under stage lights, because you are lit from above and the side, these shadows disappear. To preserve these shadows, artificially create them with makeup that is a shade or more darker than your foundation.
Pay attention to your eyes. For your eyes to appear natural, or at least not like undefined holes beneath the lights, start with your eyelashes. Either enhance them with mascara or supplement them with false eyelashes. Then apply a small band of blue eyeshadow, which, according to Delamar, appears black under the lights. Next, extend the lines from the outside corners of the eyes. For the line that follows the upper curve of the eye, make it go down nearly to the corner then curve up beyond the eye at an angle. For the line that follows the bottom curve of the eye, make it nearly reach the outside corner then angle slightly up and beyond the eye. In the middle of the two lines that radiate from the outside corner of the eye, add a thin pink line with two white lines above and below it. This makes the eyes look more natural on stage while you dance. Outline and define your eyebrows, which are important features that help frame your eyes.
Define your lips. Lipstick is important because it colors and defines lips that otherwise are washed out by the lights. Go with a complementary shade, unless your dance costume requires otherwise.
Use a liquid sealer (waterproof liquid makeup) and greasepaint if you sweat under stage lights. Water-based makeup runs when you get hot and sweat, such as when you dance on stage.