C-sharp major
In their book "Bob Dylan All the Songs: The Story Behind Every Track", authors Philippe Margotin and Jean-Michel Guesdon call the studio recording "a rock song with funky accents...There is a guitar played with a wah-wah pedal, which, combined with George G. Receli's drumming, confers on the song an original tone among the songwriter's works". The song is performed in the sounding key of C-sharp major.