The song was instrumental in showcasing Alizée's image as that of a seductive Lolita character, referring to the novel by Vladimir Nabokov. The video for the single, which was the first to be filmed of her, showed Alizée as a village girl visiting a nightclub.
The lyrics to the song also make several references to the songwriter, Mylène Farmer.
The video for the single was directed by Laurent Boutonnat and was first aired on July 26 of 2000 on M6. The video is about Alizée in a nightclub dancing and having fun. In the first part of the video Alizée is running away from a man who professes his love for her and gives her money. Later, she goes with her little sister (in the video) to a nightclub and starts to dance. The video ends with Alizée and the little girl leaving and the man from the beginning following them.
The song peaked at number two in France, and stayed in the top five for 24 consecutive weeks, held off from the top position by "Les Rois du monde" by Gregori Baquet, Damien Sargue and Philippe D'Avila. When her following single "L'Alizé" reached number one, "Moi... Lolita" was still at a number-three position. The song was certified gold two months after its release, and diamond by SNEP. In total, the song sold over 1,282,000 units, becoming the 31st best-selling song in France.
In the UK the song was acclaimed by the New Musical Express who recognised it with a "Single Of The Week" award. It became a rare example of a foreign-language song to chart highly in the UK, peaking at number nine.