Thomas Hardy wrote "Thoughts of Phena" after the death of his cousin. Its full title is "Thoughts of Phena at News of Her Death."
With this in mind, this poem can be labeled an elegy, written in mourning for the recently deceased. It is a short poem, comprised of only three stanzas, and its general tone is already established by its first four lines (which comprise the first half of this first stanza):
Not a line of her writing have I,
Not a thread of her hair,
No mark of her late time as dame in her dwelling, whereby
I may picture her there.
What we see reflected in these lines is a tone of grief. This is a poem which is focused on the experience and emotions of loss. Notice also how these first four lines are fixated on the absence of physical mementos. In this sense, his memory emerges as a critical component to this experience of loss, given that he has nothing else to hold onto and no physical reminders from her time alive. It is a very introverted depiction of grief, personal rather than public, and in this sense, it seems to be more about Hardy's experience of loss than it is about the dead woman herself.
On a technical level, the poem contains rhyming meter, featuring an abab rhyme scheme. In addition, it is worth noting that much of the poem's sense of rhythm is shaped by Hardy's use of alternation between metrical lines of varying lengths. You can see this pattern in effect in the poem's opening four lines (quoted above), where the third line in this stanza contains nearly as many syllables as the first two lines combined. This is part of a consistent metrical pattern, by which the third line and the second to the last line in each stanza are significantly longer and more intricate than the others, and this pattern holds true across the poem.