Author Santiago Fouz-Hernández commented in his book ''Madonna's Drowned Worlds'' that to him the song felt like a trepiditation of Madonna's thoughts about what might be termed "girlhood" and on a broadscale, on "feminity". Christopher P. Andersen, author of
Madonna: Unauthorized, described "Dear Jessie" as "a wistfully psychedelic confection of carousels and pink elephants", adding that "the song harkens back to the lullabies your mother must have sang to you". Robin Anne Reid, author of
Women in Science Fiction and Fantasy: Overviews, complimented the fact that "although the sort of fantasies that [Madonna] conjures might trend towards the kinky and sexual, she can also delve into a world of mermaids, fountains of youth, leprechauns and magic lanterns as is evident by 'Dear Jessie'." .
Lucy O'Brien, author of
Madonna: Like an Icon, characterized the song as "harkening back to a childlike innocence", but felt that Madonna overdid the elaborate fantasy imagery. O'Brien preferred Madonna's later attempts to sing lullaby-like songs on her albums
Bedtime Stories (1994) and
American Life (2003). The
Chicago Tribunes Ian Blair described the track as "bouncy" and praised the soothing quality of the music's composition. Richard Harrington from
The Washington Post deduced that with the song, Madonna was harkening back to her own maternal emotions, the feelings she could not receive from her own mother, due to her untimely death. Reviewing the
Like a Prayer album, Mike Mentos from
Los Angeles Daily News was not impressed with "Dear Jessie" and commented that "Madonna's voice possesses neither the control, power nor emotion to carry neo-baroque experiments like 'Dear Jessie' and '
Oh Father'." Sal Cinquemani from
Slant Magazine called it a "bittersweet reminder of the ephemerality of our innocence and imagination [...] this non-U.S. single is a testament to the magic of Madonna’s collaboration with composer/producer Patrick Leonard". A number of reviewers have compared "Dear Jessie" to the work of
the Beatles. Allen Metz, one of the authors of
The Madonna Companion: Two Decades of Commentary, described the composition of the song as "pastel-pretty, [and] richly orchestrated". He felt that the song would have fit better on the Beatles' 1969 soundtrack album,
Yellow Submarine. The Beatles' influence was also noted by
Stephen Holden from
The New York Times, who labeled "Dear Jessie" a "stylish swatch of late Beatles-style psychedelia". Joey Levy from
Spin characterized "Dear Jessie" as "amazing", describing his reaction to the song as "Wow! This is neat!" He added that the song sounded like
Prince singing for the Beatles' 1967 album ''
Sgt. Pepper's Lonely Hearts Club Band. Kevin Phinney from the Austin American-Statesman'' compared the song to the solo work that Beatles' member
John Lennon did later in his career. Phinney wondered how Madonna was able to come up with the song, since most of the tracks from
Like a Prayer are full of innuendo and double meanings. ==Chart performance==