Lyrically "Jump" talked about empowerment and the urge to move on from one situation to another. It also reflected Madonna's change of style from her previous singles and shifting her focus on self-sufficiency. The line "I can make it alone" in the song demonstrated the shift. The lyrics of "Jump" have been compared to the lyrics of Madonna's 1990 song "Keep It Together" from the "Like a Prayer" album. The difference between them is that "Jump" focuses more on the potentials of finding new love rather than family values.