"Happy Days" comes from the 1929 song popular "Happy Days Are Here Again." Winnie's constant optimistic belief that the day is "happy" helps her through the day, but her statement hides her own unhappiness. Beckett invites the audience to read it as an ironic title but, Winnie does seem happier than the silent, morose Willie, and Beckett seems to have great fondness for his most cheerful character. The allusion to the song also brings up the idea of repetition ("Here Again"). Happy Days is based around rituals and stasis, and Winnie must confront the extreme length of her empty, changeless days. Ultimately, it is difficult to read the title as wholly ironic, since Winnie does do more with her situation than most people could. What Beckett really wants is for us to view our own lives as "Happy Days," and examine our ideas of happiness, our daily rituals, and our deaths that await us.

The song is a duet about love, which is precisely what Winnie desires, a loving union. Willie does not sing it in the first act, but he does croak out the musical sounds that accompany her music box, so he is somewhat of a participant in the duet, though he refuses to do it again at her request. In the second act, she sings it in the only tender moment between the two. However, after her singing, they lose their smiles and stare at each other. As Winnie says before, singing the song makes her happy at first, but saddens her afterward. It is a nightly ritual she looks forward to but, as with all her rituals, it satisfies her only for a moment before it depletes her and draws her closer to death by grinding her into a static routine. Whether the singing we witness is different remains unclear, but her and Willie's silence afterward suggests that it follows a regular pattern for the two. Finally, it is important because Winnie, as she often remarks, must be in the mood to sing it. Since it must be heartfelt, it means that she is authentically happy, whereas her frequent decisions that the day is happy seem delusional. This authenticity may explain why she saddens after singing. For true heights of happiness, depths of sadness are needed for balance, whereas artificial happiness can be maintained at a consistent, lower level.

Winnie prays and is constantly thankful that things are not worse. In this sense, religion is an opiate, something that obscures her terrible condition and makes her believe there is a reason for everything. Nevertheless, it keeps her sane, and she is able to appreciate even the harsh sun, or the "holy light." She laughs at the ant, thinking it is one of God's "little jokes," while Willie laughs at the word "formication," which sounds like "fornication." He either cares little for God, or is an outright atheist. His animalistic behavior and cavalier attitude toward death—he casually reads out the obituary headline of a priest—suggest this is the case. He is more susceptible to the act of suicide—he has previously told Winnie to put the revolver away before he used it on himself—while she considers it, and even kisses the gun at one point, but never seems in danger of going through with it. While he refusal of suicide owes more to her optimism, perhaps she also believes it would be a sin.