The song was also a favourite of popular singer Madonna, "I used to listen to that one record, 'Lay Lady Lay', in my brother's bedroom in the basement of our house," she recalled. "I'd lie on the bed and play that song and cry all the time. I was going through adolescence; I had hormones raging through my body. Don't ask me why I was crying – it's not a sad song. But that's the only record of his that I really listened to."