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). Edna Gunderson from "USA Today" called the song a "sugary lullaby", while opining that it would not go down as one of Madonna's well-remembered songs. The "Chicago Tribune"s 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".