Issued as the American non-LP B-side to "19th Nervous Breakdown" in 1966, "Sad Day" is one of the least-known early Rolling Stones songs. It was never even issued in their native U.K. until 1973, and it didn't make it onto an American album until it appeared on the 1989 box set Singles Collection: The London Years. While this Mick Jagger-Keith Richards composition was very much in the jeering, sarcastic style they were mining heavily in the Aftermath era, it wasn't one of their stronger such efforts, and would have been one of the less important filler tracks had it made it onto Aftermath itself. To be sure, however, some of the Aftermath elements are there: a sort of pop-R&B fusion, a dash of folk-rock influence (particularly in the sound of the acoustic guitars in the brief opening instrumental section), the sad decorous piano (by Jack Nitzsche), and the gnarly, high-pitched guitar. Although "Sad Day" is sung like a putdown song of a girl, in fact it's a breakup song, the "Sad Day" being occasioned by the woman leaving. As a song, however, it isn't as solidly constructed as the better Jagger-Richards efforts of the time, with a bumbling, average-at-best melody and a repetitious lilting chorus that verges on both the boring and the wimpy. Too, the lament that if there's one thing Jagger can't understand in the world, it's a girl, has an adolescent whiny quality that was on the verge of getting ironed out of the Jagger-Richards catalog. However, there are some interesting violin-like guitar textures (particularly near the end), perhaps produced by the tone-pedal guitar effect that was enjoying a brief vogue in British rock at the time.