Live at the Capital Center, 1977. After his group the James Gang at the end of 1971, Joe Walsh moved from Cleveland to Boulder, Colorado, where he wrote this song, which celebrates the scenery and the lifestyle of Colorado. In some ways, the song is a Rocked-up version of John Denver's "Rocky Mountain High, which was released the previous year. Both songs use the famous Rocky Mountains as a focal point for the virtues of Colorado. Joe Walsh left the James Gang just as they were building momentum, having scored minor hits with "Walk Away" and "Funk #49." Splintering the band as they were on the verge of stardom didn't go over well with Walsh's bandmates or their record company, but Joe felt creatively limited in the 3-piece band and wanted out.
"Rocky Mountain Way" reflects Walsh's range of emotions after making the big move. He explained in the book The Guitar Greats: "I got kind of fed up with feeling sorry for myself, and I wanted to justify and feel good about leaving the James Gang, relocating, going for it on a survival basis. I wanted to say 'Hey, whatever this is, I'm positive and I'm proud', and the words just kind of came out of feeling that way, rather than writing a song out of remorse. It was special then, and the words were special to me, because the words were like, 'I'm goin' for it, the heck with feeling sorry for this and that', and it did turn out to be a special song for a lot of people. I think the attitude and the statement of that have a lot to do with it – it's a positive song, and it's basic rock'n'roll, which is what I really do."
Joe Walsh described writing the lyrics to this song during an interview with Howard Stern. Walsh explained he had the track recorded but had no ideas for lyrics. He had been living in Colorado after leaving the James Gang over creative differences with the direction of the music. He was mowing his lawn and looking at the Rocky Mountains and the lyrics came to him. He ran inside to write the lyrics but forgot to shut off the lawn mower. The mower ran into his neighbor's yard and ruined the neighbor's garden.