"Don't Worry Kyoko (Mummy's Only Looking for Her Hand in the Snow)" was inspired by Lennon's and Ono's custody fight with Ono's ex-husband Anthony Cox over Cox's and Ono's daughter Kyoko, representing Ono's attempt to communicate with her daughter. Ono and Kyoko were finally reunited in the 1990s when Kyoko was in her thirties.
The lyrics of "Don't Worry Kyoko (Mummy's Only Looking for Her Hand in the Snow)" consist primarily of Ono wailing the phrase "don't worry." On the live version included on Live Peace in Toronto 1969 the phrase "mummy's only looking for her hand in the snow" is also included. The song is driven primarily by a blues-based guitar riff played by Lennon and Eric Clapton. John Blaney describes the riff as "hypnotic." Authors Ken Bielen and Ben Urish describe that Lennon and Clapton alternate between a "lilting semi-slide" groove and playing "sniping bites." The other musicians on the studio version are Klaus Voorman on bass guitar and Ringo Starr on drums. According to Bielen and Urish, Starr's drumming variations ensure that the tension keeps mounting.
Allmusic critic Ned Raggett describes Ono's vocal as a "screwy blues yowl," claiming that it suggests "something off Led Zeppelin III gone utterly berserk." New York Times critic Allan Kozinn compares Ono's vocal to "a wailing, overdriven electric guitar," claiming its virtuosity compares with the actual electric guitar playing of Lennon and Clapton. Rolling Stone Magazine contributor John Lewis describes it as a "mournful caterwaul of despair."
The earliest recorded version of the song, titled "Mum's Only Looking for Her Hand in the Snow" was sung by Ono at Queen Charlotte's Hospital while she was being observed during her pregnancy with Lennon's child, a pregnancy that ended in a miscarriage. Lennon provides the sole accompaniment on acoustic guitar. This version was originally released by Aspen magazine and was later included as a bonus track on the CD reissue of the couple's Wedding Album. The studio version released as a single and on Fly was recorded on October 3, 1969 at Lansdowne Studios in London. The single has the words "PLAY LOUD" written on the label, as does "Cold Turkey" on the other side.
The version of "Don't Worry Kyoko (Mummy's Only Looking for Her Hand in the Snow)" included on Live Peace in Toronto 1969 was recorded at Varsity Stadium in Toronto, Canada on September 13, 1969. The Plastic Ono Band for that performance was assembled on short notice and included Ono, Lennon, Clapton, Voorman and Alan White on drums. After Lennon played some of his recent songs and rock 'n' roll classics, Ono sang a two-song set consisting of "Don't Worry Kyoko (Mummy's Only Looking for Her Hand in the Snow)" followed by "John John (Let's Hope for Peace)." Audience reaction to her set was muted, and some booing was reported, more directed at "John John" than "Don't Worry Kyoko." John Blaney explains that the audience "had come to listen to good ol' rock 'n' roll, not a Japanese woman screaming at the top of her voice," but "one could at least get into the groove of 'Don't Worry Kyoko.'" Chip Madinger and Mark Easter claim that despite the audience's cold reception, the band "did an admirable job" backing Ono on the song. Ken Bielen and Ben Urish claim that the audience may have been startled by "Ono's full-throttle vocals and Lennon and Clapton's hard core guitar sounds.