"Song for the Lonely" is a guitar-laden dance-pop song. Mark Taylor and Paul Barry, who also worked on her previous hit single "Believe" (1998), wrote the track, "giving the song a frenetic, knee-bobbing urgency that will wash the gray out of any winter day", according to Billboards Chuck Taylor. The music commentator also noted that the lack of vocoder, which had become a signature on Cher's songs, allowed Cher to "foster a grin" with opening notes, until the song reaches the chorus – which Taylor said it was one of the cathiest since Hanson's "MMMBop" (1997) – and "explodes into a rhythmic tantrum".
Cher's "Song for the Lonely" is an energetic pop song featuring guitar. Mark Taylor and Paul Barry, who also worked on her hit single "Believe", created the track with a fast-paced, lively feel that can brighten up any winter day, according to Chuck Taylor of Billboard. The music commentator noted that Cher's lack of vocoder allowed her to showcase her personality through her opening notes until the chorus kicks in – which Taylor considers one of the most energetic since Hanson's "MMMBop" – and then erupts into a lively climax.