"My Heart Belongs to Daddy" was written by Cole Porter, who composed the music and lyrics for the Broadway musical Leave It to Me!, which premiered on November 9, 1938. Mary Martin introduced it as Dolly Winslow, the young protégée of a rich newspaper publisher who is her sugar daddy. In the show, Dolly wears a fur coat while stranded at a Siberian railway station among eager men, and she performs a striptease while singing that, since she has her daddy, she may flirt with other men but will not follow through. The chorus relies on flirtatious innuendo, including a golf rhyme about a caddy and the rhyme "Finnan haddie". Sophie Tucker advised Martin to deliver the lines looking towards heaven, and Brooks Atkinson of The New York Times called the song "the bawdy ballad of the season". Martin later sang it in the films Love Thy Neighbor (1940) and Night and Day (1946). The 1938 Larry Clinton recording with Bea Wain reached No. 4, and Pat Kirkwood had a British hit with it from the 1938 revue Black Velvet. Notable later recordings include Ella Fitzgerald with Chick Webb (1939), Count Basie with Helen Humes (1939), Peggy Lee, Eartha Kitt and Anita O'Day. Marilyn Monroe performed a version in the 1960 film Let's Make Love, introducing herself as Lolita.