"My Last Affair" (sometimes This Is My Last Affair) is a song written by Haven Johnson and introduced by Billie Haywood in the Broadway musical revue New Faces of 1936.
[1] Popular recordings in 1937 were by Mildred Bailey; Teddy Wilson and His Orchestra (vocal by Billie Holiday); and by Jimmie Lunceford and His Orchestra.
[2] This poetic tune also had been recorded on '78 Radio Transcription Disk, presented by Violet Wanita Hamilton on NBC Radio, within a Three X Sisters song set in 1937.