Dylan composed "Down the Highway" in the form of a 12-bar blues. In the sleeve notes of "Freewheelin", Dylan explained to Nat Hentoff: "What made the real blues singers so great is that they were able to state all the problems they had; but at the same time, they were standing outside of them and could look at them. And in that way, they had them beat." Into this song, Dylan injected one explicit mention of an absence that was troubling him: the sojourn of Suze Rotolo in Perugia: "My baby took my heart from me/ She packed it all up in a suitcase/ Lord, she took it away to Italy, Italy."