Lyrics:

Of all the shades of blue
The saddest one is you
Blue within the ocean and the sky

When you've never been so down
So lost and so unfound
You've used up all the tears
Left in your eyes

And it's so sad, it's so sad
Yeah, it's the saddest day
You've ever had

When life leaves you by the road
Abandoned and alone
And you've never ever been so freezing cold

When you're standing on the bridge
Just praying for some wind
Just to pick you up
And take you all the way back home

And it's so sad, it's so sad
Yeah, it's the saddest day
You've ever had

Oh, and it hurts so bad
Yeah, it hurts so bad
Yeah, it's the saddest day
You've ever had, had, had, had

Oh, and it hurts so bad
Oh, mama, it hurts so bad
Yeah, it's the saddest day
You've ever had