"shades of cool" was written by del rey and rick nowels, and produced by dan auerbach. composed in the key of d minor, the song runs at a moderate slow tempo of 46 beats per minute. it was described as a waltz instrumented by "slow-burn" bassline, guitar, and string instruments; the track features a guitar solo delivered by auerbach. del rey's vocals span from a to b. her "operatic" soprano vocals blending with "trademark wailing vibrato" create a ghostly atmosphere on "shades of cool". chris coplan from consequence of sound described the song as "a slow and slightly gloomy ballad." meanwhile, "shades of cool" was characterized as a "seeping, atmospheric" ballad that contrasts the more "pop-savvy swaggering 'west coast'" by "billboard"s colin stutz. on the single, del rey sings about an "unfixable" man: "but you are unfixable / i can’t break through your world / ‘cause you live in shades of cool / your heart is unbreakable."