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"My Heart Belongs to Daddy" is a song written by Cole Porter, for the 1938 musical Leave It to Me! which premiered on Nov 9, 1938. It was performed by Mary Martin who played Dolly Winslow, the young protégée of an elderly ambassador, Alonzo P. Goodhue. She is stranded at a Siberian railway station, wearing only a fur coat, and performs a striptease while performing the song.

She sang it again in the 1940 movie Love Thy Neighbor. Again she wears a fur coat, but the setting is a show within a show and the act is more conventional as she wears an evening gown beneath the fur. Her best movie performance is in the 1946 Cole Porter biopic Night and Day in which she plays herself. She again performs the striptease, discarding her muff and then the fur coat.
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While tearing off a game of golf
I may make a play for the caddy
But when I do, I don't follow through
Cause my heart belongs to Daddy

If I invite a boy some night
To dine on my fine food and haddie
I just adore, his asking for more
But my heart belongs to Daddy

Yes, my heart belongs to Daddy
So I simply couldn't be bad
Yes, my heart belongs to Daddy
Da, Da, Da, Da, Da, Da, Da, Da, DAAAAD

So I want to warn you laddie
Though I know that you're perfectly swell
That my heart belongs to Daddy
Cause my Daddy, he treats it so well

While tearing off a game of golf
I may make a play for the caddy
But when I do, I don't follow through
Cause my heart belongs to Daddy

If I invite a boy some night
To cook up some hot enchilada
Though Spanish rice is all very nice
My heart belongs to Daddy

Yes, my heart belongs to Daddy
So I simply couldn't be bad
Yes, my heart belongs to Daddy
Da, Da, Da, Da, Da, Da, Da, Da, DAAAAD

So I want to warn you laddie
Though I know that you're perfectly swell
That my heart belongs to Daddy
Cause my Daddy, he treats it so well