Lyrically, "Mary on a Cross" explores themes of love, death, and transformation, drawing on Christian imagery and symbolism. The song's title and lyrics evoke the image of the Virgin Mary on the cross, a powerful and enduring symbol of sacrifice and redemption. However, the song's lyrics also subvert traditional Christian iconography, incorporating elements of paganism and mysticism. The song's protagonist addresses Mary directly, invoking her as a symbol of love and comfort in the face of mortality.