"Hey Hey, My My (Into the Black)" is a rock song by Neil Young. Combined with an acoustic rendition entitled "My My, Hey Hey (Out of the Blue)", it bookends Young's successful 1979 album Rust Never Sleeps. Inspired by proto-new wave artist Devo, the rise of punk and what Young viewed as his own growing irrelevance, the song today has become a song that crosses generations, inspiring admirers from punk to grunge and significantly revitalizing Young's then-faltering career. The song is about the alternatives of continuing to produce similar music ("to rust" or — in "My My, Hey Hey (Out of the Blue)" — "to fade away") or to burn out, as John Lydon did by abandoning his Johnny Rotten persona.

A lyric from the song, "it's better to burn out than to fade away," became infamous in modern rock after being quoted in Nirvana frontman Kurt Cobain's suicide note. Young said that he was later so shaken that he dedicated his 1994 album Sleeps With Angels to Cobain.