Hold Me is the second track on the worldwide re-issue of Jevetta Steele's first solo album Here It Is (Jevetta Steele is also part of the group The Steeles). At around the same time as the album's release, Hold Me was released as a promo-only single in the USA, but there was no commercial release of the single.
Although specific recording dates are unknown, basic tracks were recorded in June 1990 in London, England (Prince worked in three different London studios, Olympic Studio, Townhouse Studios and Metropolis - it isn't known which studio was used for this song). The same set of sessions produced Daddy Pop, Schoolyard and Walk Don't Walk, but mostly focused on a solo album by Rosie Gaines, for which Hold Me was recorded, along with Pain, Streetwalker, In The Name Of Love, Turn Your Lights Down Low and My Tender Heart. More work was done on the track in October 1991, and the track was offered to Anita Baker, who turned it down, before Prince offered it to Jevetta Steele, who simply overdubbed her vocals.
In late 1993, the song was tried out during early sessions for Mayte's first album at Paisley Park Studios in Chanhassen, Minnesota, and was included as the ninth track on an early version of the album, which was titled Latino Barbie Doll at the time. The track was removed when the album evolved into Child Of The Sun, however.