The lyrics to Hugh Laurie's song "The St. Louis Blues" portrays a sense of loss and hopelessness. The speaker expresses a deep sadness and reluctance to see the evening sun go down. This melancholic emotion stems from the fact that the speaker's lover is leaving them, and they are helpless to stop it. The speaker has been left before, and this time around, they are struggling to come to grips with the inevitability of their lover's departure. This sense of resignation is expressed in the repetition of the phrase "my baby ain't gonna left this time," which emphasizes the lack of agency the speaker feels in this situation.

The second stanza of the song continues to explore the speaker's emotions, expressing the fear of being stuck in the same situation tomorrow as they are today. The sense of despair is palpable in the lyrics "what if I feel tomorrow like I feel today," as the speaker realizes that they might never move beyond this sense of defeat. The final line of the song, "I pack my trunk and make my getaway," indicates that the speaker has resolved to leave, but this decision is tinged with an air of sadness, suggesting that their departure might be leaving them as hurt and alone as they were before.