To be honest I'm not 100% sure if at some point I knew this and then forgot, or maybe I had a subconscious knowledge that this wasn't a Jimi Hendrix song (especially because of the lyrics) but I'm pretty sure I never heard the original so:
It's been so much associated with Jimi Hendrix that supposedly even Bob Dylan said "This is Jimi's song, I just wrote it".
And another Bob Dylan cover:
My personal preference is for the covers...