"Hey Hey, My My " is a song written by Canadian-American musician Neil Young. Combined with its acoustic counterpart "My My, Hey Hey ", it bookends Young's 1979 album Rust Never Sleeps. The song was influenced by the punk rock zeitgeist of the late 1970s, in particular by Young's collaborations with the American art punk band Devo, and what he viewed as his own growing irrelevance.

Neil Percival Young is a Canadian and American singer and songwriter. After embarking on a music career in Winnipeg in the 1960s, Young moved to Los Angeles, joining the folk-rock group Buffalo Springfield. Since the beginning of his solo career, often with backing by the band Crazy Horse, he has released critically acclaimed albums such as Everybody Knows This Is Nowhere (1969), After the Gold Rush (1970), Harvest (1972), On the Beach (1974), and Rust Never Sleeps (1979). He was also a part-time member of Crosby, Stills, Nash & Young, with whom he recorded the chart-topping 1970 album Déjà Vu.