 According to Rikky Rooksby, author of The Complete Guide to the Music of Madonna, "Dear Jessie" sounds more like a children's lullaby than a pop song. A baroque and psychedelic pop song, it begins with the sound of strings, ushering a joyous melody, with Madonna singing in a full voice. The verses are sung without any background vocals to accompany Madonna's voice. However, in the chorus, when she sings the lines, "Pink elephants and lemonades, Dear Jessie hear the laughter raining on your love-parade", a different set of vocals are interwoven with hers, continuously chanting the words "La-la". Synthesizer and strummed acoustics are added during the second verse, followed by the repetition of the chorus, when a change in tempo and time signature occurs, followed by the sound of a child's laughter.
