Blue, blue caravan
Winding down to the valley of lights
My true love is a man
Who would hold me for ten thousand nights
In the wild, wild, wailing of wind
He's a house 'neath the soft yellow moon
So blue, blue caravan
Won't you carry me down to him soon?

Blue, blue caravan
Won't you drive away all of these tears
For my true love is a man
That I haven't seen in years
He said, "Go where you have to
For I belong to you until my dying day."
So like a fool, blue caravan
I believed him, and I walked away

Oh my blue, blue caravan
The highway is my great wall
For my true love is a man
Who never existed at all

Oh, he was a beautiful fiction
I invented to keep out the cold
But now my blue, blue caravan
I can feel my heart growing old
Oh, my blue, blue caravan
I can feel my heart growing old