First recorded by Walter Scanlan (US #9 1915).
Other hit versions by Gene Austin (US #3 1928), Teddy Wilson & His Orchestra (US #6 1936), Bing Crosby (US #14 1939), Sam Donahue & His Orchestra (US #5 1945), Tommy Edwards (US #26/R&B #27/UK #29 1959).
From the wiki: “‘Melancholy Baby’ was written by Ernie Burnett with lyrics by George Norton. The song was first publicly performed (as ‘Melancholy’) in 1912 by William Frawley (‘Fred Mertz’ on I Love Lucy, and ‘Bub’ on My Three Sons). According to IMDb:
‘[Mertz] was appearing at the Mozart Cafe in Denver, Colorado. He happened to visit a pub on Curtis Street, where he knew the proprietor. Knowing Bill was looking for a new song for his act, the proprietor directed him to the pub’s back room, where Ernie Burnett and George Norton were in the process of composing ‘My Melancholy Baby’.
‘Mertz introduced the song that very night at the Mozart Cafe. In the audience was writer Damon Runyon, well known for his drinking. After Frawley introduced the song, Runyan, drunk and maudlin, repeatedly called out ‘Get Frawley to sing ‘Melancholy Baby’!’ throughout the rest of the evening. Bill sang many encores. The comedy staple of a drunk requesting ‘My Melancholy Baby’ actually has a basis in fact.’
“Forty-five years later, Frawley would record ‘My Melancholy Baby’ in 1957, for his album Bill Frawley Sings the Old Ones.