Went down to Kentucky, just to play the Fair Went down to Kentucky, just to play the Fair It's a mighty fine place, you all ought to go there Lord, I'm a-leave my baby, leaving her alone Lord, I'm a-leave my baby, leaving her alone Sayin' my baby cried out, "Papa, come back and let me hear you moan" Lord, I went to see the horse they call Man o' War I went to see Man o' War, the horse that had the lead Say, my baby says he's fast, but he really haven't got my speed I stopped by Mr. O'Neal's, down on Limestone Street I stopped by Mr. O'Neal's, down on Limestone Street He's a mighty fine man, had a pile of people for me to meet Went by Mr. Rice Vaughter's, the President of the Fair Went by Mr. Rice Vaughter's, the President of the Fair He's a mighty fine man, he's always on the square Went out to the race track, races hadn't started yet Went out to the race track, races hadn't started yet Someone said the track is sloppy, boys, and I swear it was wet Now I saw Mr. Steve Lees, 'cross from the Jackson Hall Now I saw Mr. Steve Lees, 'cross from the Jackson Hall Got a letter from my baby, she loved me, b'lieve me and it ain't no stall When I leave Kentucky, I know I really can't lose When I leave Kentucky, I know I really can't lose I'm comin' back to my baby, but I'll have the Lexington Kentucky Blues