"Sexy MF" was recorded in Paisley Park Studios' Studio A. The song is a merger of "old school" funk and modern R&B music. The song also carries a strong Hip-Hop influence in Prince's delivery of the lyrics. The song is built around the bass, drums and guitar. Added to this is a consistent electric rhythm guitar undertone and horn stabs from the NPG Hornz. Throughout the song, the horns are given the chance to shine, along with a sax solo from Brian Gallagher. Musical solos are also provided by Levi Seacer Jr. (guitar) and Tommy Barbarella (organ) who Prince mentions in the song's lyrics ("Tommy Barbarella in the house", "Come here, Tommy. Yeah!", and "Levi... Levi... Fly"). The music and most of the lyrics were composed by Prince, while Seacer came up with the chorus and the song's title. Tony M. delivers a rap which he wrote. It has been covered by the Dave Matthews Band as an outro from their song "Jimi Thing". The two-bar beat is unique putting the snare on the first and forth beats of the first bar and no snare at all in the second bar.