"For My Lady" explores the singer's deep desire for true love, with lyrics that may have been shaped by the writer's personal experience with divorce. It's described as an uncomplicated, blissfully romantic song, elegant in its delivery. Despite the positive nature of its words, the melody and vocal performance convey a certain sadness, creating a poignant contrast. The song features an almost Elizabethan feel, with a nautical harmonica and organ background, and even a unique guitar pluck designed to emphasize a lyric. It plays like a heartfelt yearning for an enduring connection.