In 1939 "The Empress of the Blues", Bessie Smith recorded "Don't Cry Baby" (Saul Bernie - James P. Johnson - Stella Unger). Bessie Smith was killed as the result of a 1937 traffic accident. Her Pennsylvania grave remained unmarked until a tombstone was donated in 1970 by Janis Joplin and Bessie's one time housekeeper Juanita Green.

Erskine Hawkins covered "Don't Cry Baby" in 1943 with vocalist Jimmy Mitchell and topped, what at the time was called, The Harlem Hit Parade while peaking at number fifteen on the pop chart. This was the most successful record on the Harlem Hit Parade for the entire year. As is often the case this was edited to include the vocal.

The Etta James version of "Don't Cry Baby" was issued in 1961 and peaked at number six on the R&B chart while reaching number thirty-nine on the Top One Hundred. This was the opening track on the Phil and Leonard Chess produced album "Second Time Around".