Unlike most jazz album covers of the period, Blue Lights does not feature guitarist Kenny Burrell at all. Instead, Warhol transformed the album title into an image, creating a sensual illustration of a reclining woman illuminated by blue light. This approach was highly unusual for Blue Note Records, whose covers typically focused on photographs or portraits of the musicians themselves.

The album was recorded during a single session at Manhattan Towers in New York on May 14, 1958. Rather than carefully rehearsed performances, the musicians relied on spontaneity and interaction, capturing the spirit of a late-night jazz jam session. Warhol's cover reflects this atmosphere perfectly. Mysterious, elegant and slightly provocative, it demonstrates his growing confidence as a designer and his willingness to move beyond straightforward portraiture. Together with Blue Lights, Volume 2, it remains one of the most visually distinctive works from his collaboration with the legendary jazz label Blue Note Records.