Walker uses a standard I-IV-V twelve-bar blues structure for the song and it has been notated in 12/8 time in the key of G with a tempo of 66 beats per minute. The lyrics chronicle the feelings of lost love through the days of week, starting on Monday: "They call it stormy Monday, but Tuesday's just as bad". The mood improves by Friday, when "the eagle flies", a metaphor for payday, which allows for carousing on Saturday. The lyrics end with Sunday, "when the blues and spirituals converged a continuation of a trend used by earlier Mississippi Delta blues singers" and conclude with a prayer asking for the Lord's help because the singer's "Crazy about my baby, yeah send her back to me".