Songfacts®:

• This rocker marked the return of the Traveling Wilburys, who released their first album in 1988 with the lineup of George Harrison, Roy Orbison, Jeff Lynne, Bob Dylan and Tom Petty. Just weeks after that album was released, Orbison died of a heart attack. The four remaining Wilburys decided to make another album without him, which they jokingly titled Volume 3 even though it was their second album. "She's My Baby" was the lead single.
  
  The song and album weren't as well received as their previous material, and the Wilburys folded the tent soon after.
• All four group members wrote this song and share the lead vocals. Petty, Harrison, and Lynne could spend months polishing a song, but with the Wilburys they kept the polish on the shelf, writing and recording pretty much on the fly. A lot of what they came up with has a throwback sound evoking '50s rock. You can certainly hear it on this track, where they're just having fun, singing about a special girl:
  
  She can drive a truck
  She can drive a train
  She can even drive an aeroplane
• The Northern Irish guitar great Gary Moore played the solo on this track. It seems strange the a group with George Harrison would bring in a guest guitarist, but that's how Harrison rolled. With The Beatles, he was happy to have Eric Clapton along for "While My Guitar Gently Weeps."
• Each group member was assigned a Wilbury name, which changed for this album, where they became:
  
  George Harrison: Spike Wilbury
  Bob Dylan: Boo Wilbury
  Tom Petty: Muddy Wilbury
  Jeff Lynne: Clayton Wilbury
  
  Gary Moore was credited as Ken Wilbury.
• In their videos, the group liked to portray themselves as troubadours, befitting their name. The "She's My Baby" video was directed by David Leland and shows them arriving in a ballroom where they form a circle and perform the song. On drums is Jim Keltner, the session player who appeared on their albums and in their videos.