Like "Breaking the Habit", "Shadow of the Day" uses samples of live string ensemble recordings, played by Mike Shinoda. The song is written in the key of B major, the first major key the band has ever used. The chorus is based on the very common I–V–vi–IV progression (B, F, Gm, E in the key of B major). On the verses, the chord progression is the less common vi–V–IV–IV (Gm, F/A, E, E). The end of the album version of the song, which is an instrumental piece, crossfades into the start of "What I've Done". It is the second-longest track on the album. Mike Shinoda sings only the lines "Sometimes beginnings aren't so simple, sometimes goodbye's the only way" and the last three choruses "And the shadow of the day will embrace the world in grey, and the sun will set for you" with a different voice tone but with the same note of Chester's part.