“One Step Ahead of the Blues” was written by Rhonda Vincent and Terry Herd, the broadcaster behind the Bluegrass Radio Network and its program Into the Blue. Vincent recorded it for One Step Ahead, released by Rounder on April 29, 2003, and produced by Rhonda with her brother Darrin Vincent. The lyric belongs to someone whose luck has run out: the dice that used to roll right in Vegas come up snake eyes every time, the money is down to the last dime, the winter wind cuts to the bone, and with nothing left to lose the singer is hanging on one day at a time, barely one step ahead of the blues.
The track was cut at Sound Control in Nashville, with Rhonda singing lead and Alison Krauss on the harmony, over Bryan Sutton’s guitar, Ron Stewart’s banjo, Aubrey Haynie’s mandolin, Stuart Duncan’s fiddle and Darrin Vincent’s bass. Rounder also issued it on a CD single with “If Heartaches Had Wings,” and One Step Ahead was nominated for the Grammy for Best Bluegrass Album. A live version by Rhonda Vincent and the Rage, recorded at the Sheldon Concert Hall in St. Louis, appeared on Ragin’ Live in 2005.