From the sheet music at UCLA:
        

LAST GO ROUND BLUES
Words and music by Jimmy Cox, 1922.

1. Wouldn't listen sister; I wouldn't listen brother.
I wouldn't listen daddy nor dear old mother.
Now I've found out that they've turned their backs on poor me,
Because they all told me
Just how things were going to be.
I've forsaken sister and I've forsaken brother.
Yes, I've forsaken daddy and dear old mother.
Ev'rything I've done, to try to please that man,
But now I plainly see that he just didn't understand.
Now he has gone away,
But he will miss me some sweet day.

CHORUS: I'm mighty sick but my looks don't show it.
I'm almost dying but he don't know it.
My heart's failing very fast.
The way my pulse is beating I know I can't last.
I have done all that a poor sick girl could do.
It's hard to love someone that don't love you.
Now that my love he has refused,
Some day he'll hear bad news.
That's why I've got those last go round blues.

2. Run and tell my sister; yes, run and tell my brother.
Please run and tell my daddy but don't tell mother.
I'm goin' to leave here and it ain't goin' to be long,
Because the man I love,
He is always doing me wrong.
I can't go to sister and I can't go to brother.
No, I can't go to daddy or dear old mother.
I'm like a stepchild left in this world alone.
But now I wonder where that cruel-hearted man has gone.
Told me right to my face,
He had someone to take my place.

*
Early recordings were made by:
Mary Straine w/Fletcher Henderson, 1922-05-01
Anna Meyers, 1922-12-04
Original Memphis Five, 1922-12-04
Eva Taylor, 1923-02-07
Sara Martin w/Thomas "Fats" Waller, 1922-12-14

Jimmy Cox is the only writer credited on the sheet music. The spelling is "Jimmie" on the cover and "Jimmy" on page 1. On some recordings, Ida Cox is credited as the writer, and sometimes with Jimmy Cox as cowriter.