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 a 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