Written by Mark Knopfler, this song finds him comforting a loved one in rather poetic terms:
But baby, just when this world seems mean and cold Our love comes shining red and gold And all the rest is by the way
It's almost a lullaby, as he turns the cold, cruel world into a place of tranquility.
This runs 8:31, with the last four minutes instrumental. When Mark Knopfler spoke with the BBC in 1989, he had second thoughts about this section. "The playout of 'Why Worry' seems to be a very pointless thing to me now, all that faffing around with pretty sounds," he said.
The Everly Brothers released this on their 1985 album Born Yesterday; Jennifer Warnes included it on her 2018 album Another Time, Another Place. She told Songfacts: "Mark Knopfler understands the Everly Brothers and Ricky Nelson and all the American music, maybe more than a lot of Americans know it. He wrote this lovely, gentle song that the Everlys did, and I loved it. It's musical, it's intimate, it's loving."