This paper examined melancholic song lyrics in light of the two levels of language (lexical and semantic) and two stylistic devices (deixis and cohesion). Stylistic approach was done in analyzing and looking into the affective responses of the listeners to the melancholic song lyrics. The affective responses of the listeners to the melancholic song lyrics may be viewed through the lens of stylistics; hence, a structured interview was conducted. The results showed that lexical and semantic levels of language, same as deixis and cohesion stylistic devices, lend richness and provide lyrical cohesiveness that could possibly affect the listeners/reader-participants. Moreover, based on the data collected from the reader-participants, it showed that (329) were positively affected by the song lyrics; (40%) were negatively affected; and (28%) were affected in both positive and negative ways. The way they responded to and grasped the song lyrics is shown to be based on their own life experiences. Furthermore, some of the words and phrases that influenced them the most are figurative language.