Lyrics:

They're a sad thing
They're a bad thing
The blues
When they threaten
Just start bettin'
You'll lose
You hide yourself
Behind a prayer
The blues will come
And find you there

I feel the blues
They're called Pete Kelly's Blues
Bad news!
There's no exit
You can't drive away the blues

If you're born with
You will die with
The blues
Think what you choose!
That happy dream is yours, they say
If you can pay the dues

That's why I'm stuck with
Fresh out of luck with
The blues
Pete's Blues
Pete Kelly's blues
Pete Kelly's blues