Recorded at Saadiq's personal studio in North Hollywood, it follows the critical success of his 2011 album Stone Rollin' and a period of years spent working on other musical projects, particularly those associated with African-American culture.

Departing from the upbeat retro stylings of Saadiq's previous albums, Jimmy Lee explores themes of stress, addiction, family dysfunction, financial burden, mortality, and mass incarceration, particularly in the context of African-American life.

It uses murkier, more modern R&B sounds and a song cycle of personal narratives, inspired in part by the singer's older brother, who died from a heroin overdose when Saadiq was young, and after whom the album is titled.

Saadiq, who played bass, guitar, and percussion, was joined in its recording by drummer Chris Dave, producer Brook D'Leau, engineer Gerry Brown, vocalist Taura Stinson, and rapper Kendrick Lamar, among others.

[9] According to Jem Aswad of Variety in August 2019, "unusually for contemporary R&B, Saadiq's songs seem mostly to have been written on guitar or bass (he excels on both), giving them a rootsy core that's rare in most popular music today.

"[10] The music of Jimmy Lee is a significant departure for Saadiq artistically,[2] abandoning the upbeat retro stylings of his previous solo albums[11] and the psychedelic, Dylanesque influences of Stone Rollin' in particular.

[1] The album's soul songs have uniform rhythms overall, although "Kings Fall", "My Walk", and "I'm Feeling Love" feature dissonance in the form of clashing electronic sounds and erratic vocals, reflecting themes of distress in their narratives.

[13] Saadiq sings over rough-sounding synthesizer sounds in a bluesy, soulful cadence on "My Walk", which is "his biggest musical departure, and also the album's most frankly autobiographical track", says Gaillot.

[1] According to Nashville Scene writer Stephen Trageser, Jimmy Lee's literary narratives about cycles of poverty, addiction, and incarceration are placed in the framework of "futuristic soul" and "warped, swirling beats",[15] resulting in a tone that Greg Kot describes as murky throughout.

[2] Composed as a song cycle, the album follows characters who are variously affected by stress, addiction, family dysfunction, inadequate love, loneliness, chronic financial burden, despair, AIDS, death, mass incarceration, and drug criminalization's relationship to African-American men.

"[13] In Paste, Saby Reyes-Kulkarni was impressed by Saadiq's "truly remarkable combination of dexterity and ease" in maneuvering through "a complicated tangle of feelings", considering his love and idolization of Jimmy Lee growing up.

While not finding the album entirely successful in its ambition, Damien Morris of The Observer called the songs "brutally honest, occasionally impressionistic", and "beautiful", highlighting the "astonishing, soul-scraping laments" of "This World Is Drunk" and "Kings Fall".

[14] Reviewing in his "Consumer Guide" column, Robert Christgau said that only "My Walk" has a "surefire hook" on what is nevertheless a "one-of-a-kind album" that places the "slick modernist R&B" style of Saadiq's 1990s group, Tony!