It's likely that Jimi Hendrix, who was doing session work at the time, played guitar on this track. Covay bounced around to a few different labels; "Mercy, Mercy" he recorded on Rosemart, and there are no accurate records from the session. Steve Cropper, who crossed paths with Hendrix at Stax records, recalls Hendrix showing him how he played the song.
Note that Jimi Hendrix mentioned his own name on his 1967 song "Fire
" ("move over, Rover, and let Jimi take over"). Covay sings his own name on this one: "She said 'Don, your baby's gonna leave you.'"