We can relate this poem and its theme to the real life experience of its poet and her multiple suicide attempts. "Lady Lazarus," with the allusion that its title contains, automatically makes us think of Lazarus who was brought back to life by Jesus. This feeling of returning to life from death is something that pervades this poem, however, this poem relates this feeling from a uniquely female perspective as it focuses on the desire for revenge that is experienced by a female victim of male domination. It is the way in which the speaker has been dominated by the father that leads her to desire her revenge, although the precise nature of this revenge is never explored. Because of this, perhaps the central theme of this disturbing poem is the desire to turn the tables on patriarchy and for women to get their revenge for the way that they have been objectified and dominated throughout history.
Thus it is that the speaker of this poem has managed to turn the tables against her oppressor and has exchanged the myth of Lazarus for the myth of the phoenix, the mythical bird that dies only to be resurrected from its own ashes. The last stanza in particular seems to foreshadow the successful completion of the speaker's intention of gaining revenge against her father and men in general:
Out of the ash
I rise with my red hair
And I eat men like air.
The theme of this poem is therefore one of the desire for revenge borne out of the age-old conflict between the two sexes. The way that women have been systematically dominated and abused throughout history leads the speaker of this poem to desire revenge and to yearn to be able to dominate and abuse men the way that she herself has been abused.