"How Long, How Long Blues" is based on "How Long Daddy", recorded in 1925 by Ida Cox with Papa Charlie Jackson. Leroy Carr (vocal and piano) and Scrapper Blackwell (guitar) recorded the song in Indianapolis, Indiana, on June 19, 1928, for Vocalion Records, shortly after they began performing together. It is a moderately slow-tempo blues with an eight-bar structure, notated in or common time in the key of C. Carr is credited with the lyrics and music for the song, which uses a departed train as a metaphor for a lover who has left: