Blue Avenue by Elton John explores themes of heartache, loss, and the feeling of abandonment after a relationship ends. The song delves into the emotional turmoil experienced when love fades away, and the desolate feeling of walking down that metaphorical Blue Avenue alone. It resonates with listeners who have faced similar emotional lows and can connect with the sense of desolation and melancholy that the lyrics evoke. Key moments in the song include reflections on past happiness, contrasted with the current state of loneliness and sorrow.