In the lyrics of the song, a man is thrown in jail for committing a crime, and not wanting to experience suffering, he asks a friend of his to deliver a message to his sweetheart, Mary, and tell her that he has gone to see the world, has to cancel their wedding day, and encourages her to find someone new. The song ends with a lament from the imprisoned man that his "cell is cold", implying that because of his crime, he loses what he cherishes the most.