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 remaining portion of the setlist in Live in Cook County Jail comprises slow blues tracks, with lyrics that explore themes of disconnection and solitude. King occasionally engages in dialogue with the audience, such as on "Worry, Worry, Worry", where he shares his views on men and women being a divine gift to each other. Biographer David McGee characterizes these interactions as "a quintessential example of a bluesman acting as a spiritual advisor or prophet".