"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".
"Song for the Lonely" is a guitar-driven upbeat pop song. Mark Taylor and Paul Barry, who also worked on her previous hit single "Believe" (1998), wrote the track, "giving the song an intense, energetic vibe that will lift the gloom out of any winter day", according to Billboard's Chuck Taylor. The music commentator also noted that the absence of vocoder, which had become a hallmark on Cher's songs, allowed Cher to "show off her smile" with opening notes, until the song reaches the chorus – which Taylor said it was one of the most energetic since Hanson's "MMMBop" (1997) – and "builds into a lively outburst".