"Lonesome Day" sets the tone for The Rising album as one of several songs on the album with lyrics that appear to be inspired by the September 11, 2001 attacks. However, like other songs on the album, the lyrics work well as a reflection of the general human condition as well as the specific incident that occurred on September 11. The narrator of the song is attempting to deal with the loneliness due to the loss of his beloved. The narrator sings that "It's going to be okay/If I can just get through this lonesome day." But although the narrator now grieves the loss, he realizes that he did not really know his beloved that well and he acknowledges that he had been less than perfect in his relationship with the now absent beloved:
Better ask questions before you shoot Deceit and betrayal's bitter fruit It's hard to swallow come time to pay That taste on your tongue don't easily slip away Let kingdom come I'm going to find my way Through this lonesome day.
The lyrics in the 2nd verse allude to the possibility of revenge: "A little revenge and this too shall pass." This is representative of one side of the conflicted feelings reflected in the album about the possible response to the September 11 attacks, where some songs like this one and "Empty Sky" allude to revenge and others, such as "Paradise" and "Worlds Apart" hope for mutual understanding. Springsteen biographer Dave Marsh interprets the lines in the 3rd verse that you "better ask questions before you shoot" as recognition that revenge will not work. "Lonesome Day" also sets the tone for the album musically. It is a midtempo rock song that also has country music elements. Soozie Tyrell's strident violin is prominent, introducing one of several new musical textures that the E-Street Band employs on the album. Producer Brendan O'Brien himself plays a hurdy-gurdy, which musically hints that the narrator is remembering an innocent past that never was.
Music video
The music video of the song was shot in Asbury Park, New Jersey and directed by Mark Pellington. Unlike most music videos, Springsteen recorded the song live in each take during shooting of the video, over a 16-hour period. Since its initial appearance on The Rising, "Lonesome Day" has appeared on several subsequent Bruce Springsteen releases. A live performance from The Rising Tour was included on the DVD Live in Barcelona, and a live performance from the Working on a Dream Tour was included on the 2010 DVD . It was also included on the 2003 compilation album The Essential Bruce Springsteen and on the 2009 compilation album Bruce Springsteen & The E Street Band Greatest Hits.