"Baby, Please Don't Go" is a traditional blues song that was popularized by Delta blues musician Big Joe Williams in 1935. Many cover versions followed, leading to its description as "one of the most played, arranged, and rearranged pieces in blues history" by French music historian Gérard Herzhaft.

After World War II, Chicago blues and rhythm and blues artists adapted the song to newer music styles. In 1952, a doo-wop version by the Orioles reached the top ten on the R&B chart. In 1953, Muddy Waters recorded the song as an electric Chicago-ensemble blues piece, which influenced many subsequent renditions. By the early 1950s, the song became a blues standard.

In the 1960s, "Baby, Please Don't Go" became a popular rock song after the Northern Irish group Them recorded it in 1964. Jimmy Page, a studio guitarist at the time, participated in the recording session, possibly on rhythm guitar. Subsequently, Them's uptempo rock arrangement also made it a rock standard. AC/DC and Aerosmith are among the rock groups who have recorded the song. "Baby, Please Don't Go" has been inducted into both the Blues and Rock and Roll Halls of Fame.