I Shouldn't Be Telling You This is the second studio album by Jeff Goldblum and the Mildred Snitzer Orchestra. It was released on November 1, 2019, via Decca Records. Recording sessions took place at Henson Recording Studios in Los Angeles. Production was handled by Bryan Cook. It features guest appearances from Anna Calvi, Fiona Apple, Gina Saputo, Gregory Porter, Inara George, Miley Cyrus and Sharon Van Etten.
I Shouldn't Be Telling You This was met with universal acclaim from music critics. At Metacritic, which assigns a normalized rating out of 100 to reviews from mainstream publications, the album received an average score of 75 based on five reviews.
Libby Cudmore of Consequence praised the album, stating: "The Capitol Studios Sessions could have very easily been a one-off vanity project, but with I Shouldn't Be Telling You This, Goldblum once again proves that the Mildred Snitzer Orchestra is one more way he can charm us all". Elisa Bray of The Independent found the album is "imbued with the charisma of its creator; it's a playful and inviting album whose first half zips through the mostly vocal-led numbers with ease and sprightly energy", he added: "remarkable singers give rich layers to this accomplished album". Andy Von Pip of Under the Radar wrote: "it's an album that can be enjoyed by both aficionados and inquisitive newcomers to jazz and, rather like Goldblum himself, it's as effortlessly smooth as a freshly buttered banister". AllMusic's Matt Collar concluded: "Goldblum sounds good, and his fans probably wouldn't mind hearing more of him and less of his friends".