"Billie's Blues" is a blues song written by jazz singer Billie Holiday, composing it just before being recorded in a session on July 10, 1936. According to the article in Melody Maker, on August 1, 1936:
Billie Holiday and Her Orchestra, (Bunny Berigan, trumpet; Artie Shaw, clarinet; Joe Bushkin, piano; Dick McDonough, guitar; Arthur "Pete" Peterson, bass; Cozy Cole, drums)
Vladimir, Bogdanov. All Music Guide to the Blues: The Definitive Guide to the Blues, Backbeat Books (2003), p. 240,