It was originally performed by Mary Martin, who played Dolly Winslow, the young "protégée" of a rich newspaper publisher,[1] her sugar daddy.
In the musical, Dolly wears a fur coat while stranded at a Siberian railway station and surrounded by eager men.
The original has an introductory verse starting in a major key with "I used to fall in love with all" and ending by transitioning into minor while saying that she has since "come to care, for such a sweet millionaire" (i.e. her sugar daddy).
Mary Martin's stage persona was quite innocent and so the contrast between her naive manner and the suggestive lyrics accompanied by her delivery (in one recording she inserts a significant pause in the middle of the word 'asking' in the above-quoted lyric) and the provocative striptease made her performance a huge success.
[6] Brooks Atkinson, the critic of the New York Times, wrote that Martin's "mock innocence makes My Heart Belongs to Daddy the bawdy ballad of the season".
"[8] Lyrics critic Philip Furia replied that the essence of that bit of melody is to suggest that "Daddy" is Jewish.