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 Cold 
Oh my blue blue caravan 
I can feel my heart growing Cold