"Mercy, Mercy" was written and originally recorded in 1964 by Don Covay
, an American soul singer The Rolling Stones admired. Covay worked with Little Richard in the '50s before forming Don Covay and the Goodtimers in 1964. He also wrote "Chain Of Fools
" and "See Saw," which were both hits for Aretha Franklin.
Early on, The Stones did a lot of cover songs, typically rocking out R&B tracks by American artists. For many US listeners, the first time they heard these songs was the Rolling Stones covers.