"Ballad of Cleo and Joe" is a song by American singer-songwriter Cyndi Lauper, taken from her fifth studio album, Sisters of Avalon (1996). The song was written and Cyndi Lauper, Jan Pulsford while it was produced by Pulsford, Mark Saunders and Lauper. The song was released as the third single from the album on September 16, 1997 by Epic Records. Lyrically, the song describes the double life of a drag queen, the titular 'Joe' (by day) and 'Cleo' (by night).
In early 1996, Cyndi Lauper began working on what would be her next studio album, Sisters of Avalon. Thematically the album expounded on the issue of complacency and ignorance in popular culture and the discrimination of minorities, gays, and women. "Ballad of Cleo and Joe" is a song about the double life of a cross dresser. The song is about the double life of a drag queen, the titular 'Joe' (by day) and 'Cleo' (by night). This song was one of the many songs on the Sisters of Avalon album that was about a taboo subject.