I dream of that night with you,
Darling, when we first met.
We danced in a world of blue.
How can my heart forget?

Blue were the skies, and blue were her eyes,
Just like the blue skirt she wore.
Come back, blue lady, come back;
Don't be blue any more.

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I wandered alone one night
Till I heard an orchestra play
I wandered where lights were bright
Where people were carefree and gay.
You were the beautiful lady in blue;
I was in heaven just waltzing with you.
Come back, blue lady of mine.
Don't be blue anymore.