The Cocktail Cowboy Goes It Alone is the first solo album by Dave Pegg, of Fairport Convention and Jethro Tull.

Pegg formed a band called The Cocktail Cowboys to promote the album, featuring young local musicians.

The band included Chris Leslie (later to join Fairport Convention) on violin and mandolin, Andrew Loake (of folk/rock/ceilidh band Bananas and also a duo with his brother Simon Loake) on lead guitar and mandolin, Simon Graty on keyboards, and Neil Gauntlett (later of Joe Brown's band) on pedal steel.

Gauntlett went to the same secondary school as Pegg (Yardley Grammar in Tyseley, Birmingham), although a few years later.

[citation needed] Drummer Trevor Foster was replaced midway through the tour by future Fairport drummer Gerry Conway.