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"My My, Hey Hey (Out of the Blue)" is a song by Canadian musician Neil Young. An acoustic song, it was recorded live in early 1978 at the Boarding House in San Francisco, California. Combined with its hard rock counterpart "Hey Hey, My My (Into the Black)", it bookends Young's 1979 album Rust Never Sleeps. Inspired by electropunk group Devo, the rise of punk and what Young viewed as his own growing irrelevance, the song significantly revitalized Young's career.

The line, "it's better to burn out than to fade away" was taken from one of the songs of Young's bandmate in the short-lived supergroup The Ducks, Jeff Blackburn. It became infamous after being quoted in Nirvana frontman Kurt Cobain's suicide note. Young later said that he was so shaken that he dedicated his 1994 album Sleeps with Angels to Cobain.