I wandered alone one night
Till I heard an orchestra play
I met you where lights were bright
And people were care free and gay
You were the beautiful lady in blue
I was in heaven just waltzing with you
You thrilled me with strange delight
Then softly you stole away
I dream of that night with you
Lady when first we met
We danced in a world of blue
How can my heart forget
Blue were the skies and blue were your eyes
Just like the blue skirt you wore
Come back blue lady come back
Don't be blue any more