"Cool Cave" is a laid-back theme in B-flat major and 4/4. Its short intro sets the piano and maracas static ostinato for the whole theme, with the piano playing rising and falling seconds of regularly varying pitch. The piano also takes on the role of the lead instrument, coming in with a melody similar to the resolution of "Grass Land". It follows up with smooth seventh chords before accidentals fill the final harmony and a rising passage comes from the lower registers. The melody casually returns to its previous tone and soon repeats, albeit with significant variations; most notably, the seventh chords are replaced by sixths in triplets. While the ending with accidentals and following resolution remain similar, they are immediately succeeded by a chromatically rising progression full of analogous accidentals before finally concluding in B-flat major again, at which point the track loops.
