My Blue Heaven (song) My Blue Heaven is a popular song written by Walter Donaldson with lyrics by George A. Whiting. It has become part of various fake book collections. The song was used in the Ziegfeld Follies of 1927. In 1928, My Blue Heaven became a huge hit on Victor 20964-A for crooner Gene Austin, accompanied by the Victor Orchestra as directed by Nat Shilkret; it charted for 26 weeks, stayed at #1 for 13, and sold over five million copies becoming one of the best selling singles of all time. Victor 20964-