Intro
There has been discussion for years about whether or not Jimi Hendrix plays guitar on the Don Covay & the Goodtimers -track "Mercy, Mercy". Some people think he doesn't, others think he does and then there's also the puzzle of which other Don Covay -recordings from the same period of time he may or may not play on.



In a 1968 interview with Rolling Stone ¹ Jimi talked about playing with Steve Cropper 1964 (see STEVE CROPPER (BOOKER T. & THE MGs)) and mentioned that he showed him how he played "Mercy, Mercy". 

Jimi Hendrix:
"Steve Cropper turned me on millions of years ago and I turned him on millions of years ago too, but because of different songs. Like we went into the studio and we started teaching each other. I found him at the soul restaurant eating all this stuff right across from the studio in Memphis. I was playing on this Top 40 R&B Soul Hit Parade package with the patent leather shoes and hairdo combined. So anyway I got into the studio and said, 'Hey man, dig, I heard you're all right; that anyone can come down here if they've got a song' so we went into the studio and did a song and after that it was just with guitar and he was messing around with the enginering and it's just a demo acetate. I don't know where it's at now. After we did that we messed around the studio for 4 or 5 hours doing different little things, it was very strange. He turned me on to a lot of things. He showed me how he played certain songs and I showed him how I played 'Mercy, Mercy' or something like that, then I showed him. It was about 3 or 4 years ago."

This visit has been confirmed by Steve Cropper, in fact he very specifically recalls Jimi saying that he played on "Mercy, Mercy": ²

"he said "yeah I play a little guitar, up in New York, a few places", and I said "uhhh great, what have you played on?" and he named a few things, then come up with a Don Covay record, "Mercy Mercy". I said "You played on that!?" - `cos that was one of my favourite records - that lick that`s in there, that funky little intro lick."

Jimi also played "Mercy, Mercy" live both with Curtis Knight and later during the early days of the Jimi Hendrix Experience. This unfortunately of course isn't any proof for him playing on the original Don Covay -recording, and as far as I know he never mentioned Don Covay or "Mercy, Mercy" in any interview. But keeping the song in his live sets for several years does at least indicate that he clearly for quite some time had a desire to keep playing it - for one reason or another.

George Clemons who says that he sang on the recordings and Don Covay himself have both also stated that Hendrix played guitar on several Covay tracks. So Jimi's involvement is not in doubt - but exactly which songs he played on and which guitar parts are his is an entirely different question.




SOURCES
1 Rolling Stone Vol.1, No. 7, March 9, 1968 https://www.rollingstone.com/music/news/its-jimi-hendrix-from-1968-on-early-influences-axis-and-more-19680309

2 from the book "Electric Ladyland" by John Perry. Perry interviewed Cropper himself and asked about the meeting.