Both this and the flip side “You Wouldn't Fool Me, Would You?” ( https://www.youtube.com/watch?v=-clRuIdMHXM ) were tunes from the successful 1929 stage musical “Follow Thru” (401 performances), which also gave us the song hit “Button Up Your Overcoat.”
From 78rpm Victor 21859 - I Want To Be Bad (DeSylva-Brown-Henderson) by Nat Shilkret and the Victor Orchestra, vocal by Belle Mann, recorded in NYC January 22, 1929