This song is a true yarn about an encounter vocalist Caleb Followill had with a prostitute in the Arizona desert. He explained to Q magazine: "That's actually about a terrible story during our heyday. Me and Nathan decided to have some fun. There was talk of a brothel in the desert somewhere. It's not a lavish tale about being with a prostitute. It broke my heart when I walked in and saw this really pretty girl. She could've been doing anything with her life. Something must've happened to make her think all she could was sell herself. I ended up leaving without the sex."
New Order took the title for "Blue Monday" from an illustration, which read "Goodbye Blue Monday," in the Kurt Vonnegut book Breakfast Of Champions. The image referred to the invention of the washing machine improving housewives' lives.