In the poem "The Voice," Hardy is speaking of his dead wife, Emma. He is imagining that he hears her voice calling to him, not once, but repeatedly, on the wind. He believes she is telling him that she has returned to the way she was when they first met. He looks for her to appear to him, not as she was when she died, after many years of marriage, but in the newness of their days: he recalls her youthful image even down to the blue gown she wore; and has a vision of her waiting for him in town.
He misses Emma in his soul. He fears that what he hears is not her voice calling to him on the wind, but that she is truly no more—forever lost to him—and will never be heard from again. Does he question the reality of an afterlife here, or simply point out the obvious limitations of death, separating us from those who have gone before?
At the end of the poem, he talks about "faltering" forward through the falling leaves, perhaps referring to the autumn of his own life as he ages. He wonders if the voice he hears moving through the thorn bushes (perhaps an allusion to pain) was simply in his head, and that there is no possibility of seeing her one more time...though the voice had seemed so real.
The theme is of loss and hope—and loss again. The hope is that the voice is actually hers, not a figment of his imagination, born of a deep desire to be reunited, coupled with the pain of separation. In some ways it is a double-loss he suffers here. Emma left him the first time at her death, and now, he imagines she leaves him again, as he recalls the youthful and lovely girl he fell in love with (perhaps revisiting in his heart the pleasure and excitement of new love which he has not felt in many years). In some ways it is a more devastating loss because for a moment he had thought, hoped, that that young woman had come to him from the grave and spoken to him, and that in some way, perhaps they could recapture what has been lost to them.
He cannot be sure of what—if anything—he has heard, but his acute sense of repeated loss is no less painful for him to bear. We get the impression that the love he had for her still burns as deeply as it had during their life together.