In a preface to the published version of her play Blues for an Alabama Sky, Cleage comments, "I still believe that theatre has a ritual power to call forth the spirits, illuminate the darkness and speak the truth to the people."

Blues for an Alabama Sky was first produced in 1995. In 1996, it was performed during the Atlanta Summer Olympic Games as part of the Cultural Olympiad. The play is set in Harlem, New York City, in 1930, at a time when, as Cleage states, "The creative euphoria of the Harlem Renaissance has given way to the harsher realities of the Great Depression." Angel is a struggling blues singer and nightclub performer who cannot find a job. Her friend Guy, a costume designer, is also out of work but dreams of being hired to design dresses for the famous African-American singer and dancer Josephine Baker, who is living in Paris. Their neighbor Delia, a social worker, is trying to organize a family planning clinic in Harlem. Their friend Sam, a doctor, works long hours delivering babies at the Harlem Hospital.

Angel, who has no other source of income, allows herself to be courted by Leland, a very conservative, religious young man from Alabama, who claims he wants to marry her. Meanwhile, Delia, with the help of Sam, is successful in convincing a local church to support her proposal for a family planning clinic. Guy finally receives the long-awaited notice from Josephine Baker inviting him to Paris to work for her. Angel, however, has gotten pregnant by Leland and obtains an illegal abortion performed by Sam. Furious about the abortion, Leland shoots and kills Sam.

In writing this play, Cleage was interested in portraying the lives of struggling African-American musicians, artists, and social activists in Harlem during the era of the Harlem Renaissance and the depression. Central themes of the story include economic hardship, reproductive rights, and homosexuality.