"My Last Affair" is a standard jazz tune written by Haven Johnson, who wrote both the music and the lyrics. The song has English lyrics. Billie Haywood is named as its original performer, with a first live performance in 1934, but no recording date is known for that performance. The earliest known recordings date from 1936: Jimmie Lunceford and His Orchestra, with a vocal chorus by Dan Grissom, recorded in October 1936 and first issued on a 78 rpm Decca single, and Ella Fitzgerald and Her Savoy Eight, recorded in December 1936.
The tune is in the key of C and belongs to the swing and big band era. Later versions include recordings by Lionel Hampton and Mildred Bailey in 1937, Teddy Wilson with Billie Holiday in 1937, Charles Brown in 1952, Art Tatum in 1954 and Peggy Lee in 1981.
