Roy Orbison was writing with his songwriting partner Bill Dees at his house when he told Dees to get started writing by playing anything that came to mind. Orbison's wife Claudette came in and said she was going to go into town to buy something. Orbison asked if she needed any money, and Dees cracked, "Pretty woman never needs any money." Inspired, Orbison started singing, "Pretty woman walking down the street." Bill Dees recalls in 1000 UK #1 Hits
by Jon Kutner and Spencer Leigh: "He sang it while I was banging my hand down on the table and by the time she returned we had the song. I love the song. From the moment that the rhythm started, I could hear the heels clicking on the pavement, click, click, the pretty woman walking down the street, in a yellow skirt and red shoes. We wrote Oh Pretty Woman on a Friday, the next Friday we recorded it, and the next Friday it was out. It was the fastest thing I ever saw. Actually, the yeah, yeah, yeah in Oh Pretty Woman probably came from The Beatles."
In the same book Bill Dees recounts how the distinctive growling cry of "Mercy" came about: "I can't do that growl like Roy, but the "Mercy" is mine. I used to say that all the time when I saw a pretty woman or had some good food. Still do."