On July 19 1994, Madonna contributed Goodbye to Innocence to the Just Say Roe benefit CD.

When Madonna went to record her vocals for Goodbye to Innocence during the recording of the Erotica album , she started singing Little Willie John’s song Fever instead of singing the original words. Shep Pettibone and Madonna decided to record it, as they felt it sounded good. As they did not know the words, Madonna called Seymour Stein from Sire Records, and within an hour, they had the Peggy Lee version, and the original version of the song.  Fever was the last song to be recorded for the album, in August 1992, and it was finished within a month later.

Lyrics:

I don’t wanna say goodbye

There are some who believe that I owe them something
But they’re wrong, I owe nothing to no one but myself
And there are some who say they created me
But only my parents will have that acclaim
I took it from there, I am to blame

Say goodbye to anonymity
I have to (have to, have to) say goodbye
To privacy, but most of all
To innocence
To innocence
To innocence

My life is not a game that I play to entertain you
And if you can do it better, then you’re welcome to my fame
I’m not gonna waste my time correcting myths and rumors
You believe what you wanna believe

Say goodbye to anonymity
I have to (have to, have to) say goodbye
To privacy, but most of all
To innocence
To innocence
To innocence

I don’t wanna say goodbye
I don’t need a reason to cry
Kinda makes me wanna
Kinda makes me hafta

Stop and think about it
Stop and think about it
Stop and think about it
Do I want to?

I don’t (getting up and down)
I don’t (getting up and down)
I don’t (getting up and down)

Up-up, d-d-down, up-up-up

I don’t (getting up and down)
I don’t (getting up and down)
I don’t (getting up and down)

Up-up, d-d-down, up-up-up

Listen up
It always comes down to this
It always comes down to this

Some people have a snake at the base of their spine
That would suck out your life, that would take all your time
They’re called feeders
They’re not believers but you must not fear it
They’re takers

You know you better stop, stop and think about it

Your innocence
Your innocence
Your innocence

I don’t wanna say goodbye to innocence
I don’t need a reason to cry, innocence

Hold on to your innocence
Hold on (hold on, hold on), hold on to innocence
Hold on

Stop and think about it, say goodbye, think about it