"She's a Mystery to Me" is the sixth track and the third single from Roy Orbison's 1989 album, Mystery Girl. The track was written for Orbison by Bono and the Edge of U2. The album Mystery Girl received its name from the song. The song was received very positively by music critics, who generally felt the song was the highlight of the album.
During a restless night of sleep in June 1987 in London during U2's Joshua Tree Tour, Bono slept with the soundtrack to the film Blue Velvet CD on repeat. The CD had been given to him by the Edge's wife. When he woke the following morning, he had a tune in his head which he assumed was from the soundtrack. He soon realised it wasn't so he wrote down the basic structure of the song. Later that day he sang the unfinished song to the band at their pre-concert soundcheck at Wembley Arena. After the concert, Orbison paid the band an unannounced visit backstage, where a perplexed Bono played the song for him. Bono and Orbison worked again on the song in mid-November in Los Angeles. The album Mystery Girl was named after the song.
The video for the song was directed by David Fincher and it aired first in April 1989. Two versions of the video were made and both were broadcast by MTV and other outlets, though one more often than the other. Each version depicted the buildup to a girl departing on an airplane voyage. In the more popular video, it is a woman who is planning to leave with a rich lover, while a faceless protagonist seen mostly in closeups of black cowboy boots (suggesting the late singer himself) helplessly watches her leave him behind. In the alternate version, the ending reveals that it is a pre-adolescent girl about to board the plane, with an older woman (suggesting her mother) arriving at the gate at takeoff; the girl abandons the plane and tearfully reunites with the woman. The same actress portrays both the pursued woman in the former video and the pursuer in the latter.
Critical reception towards the song was overwhelmingly positive. BBC's Chris Jones praised the song, calling it "a true rarity".Rolling Stone called the song one of the best on the album. Reviewer Michael Azerrad wrote that the song vaguely sounded like U2 and compared Orbison's phrasing to that of Bono, but felt the chorus' singing style was distinctly Orbison's.Pitchfork Media felt the song revealed "wrinkles" in Orbison's voice, but wrote that it only added "texture and authority" to the song.Allmusic wrote that the song was a highlight on the album; a haunting ballad, which was a perfect showcase to Orbison's vocal talent.