The rest of the setlist in Live in Cook County Jail features slow blues tracks, with lyrical themes of separation and loneliness. King occasionally has conversations with the audience, such as on "Worry, Worry, Worry", where he tells the audience that men and women are God's gift to each other. Biographer David McGee describes these conversations as "a classic bit of bluesman as evangelist or soothsayer".
The rest of the setlist in Live in Cook County Jail features mellow blues tracks with melancholic lyrics about isolation and heartache, interspersed with King's conversations with the audience, such as on "Worry, Worry, Worry", where he expresses his optimistic view that men and women are a blessing from God. Biographer David McGee describes these interactions as a unique blend of bluesmanship and spiritual guidance.