In an interview with Jacques Derrida, Coleman spoke of the origin of the composition:
Before becoming known as a musician, when I worked in a big department store, one day, during my lunch break, I came across a gallery where someone had painted a very rich white woman who had absolutely everything that you could desire in life, and she had the most solitary expression in the world. I had never been confronted with such solitude, and when I got back home, I wrote a piece that I called "Lonely Woman."[1]