"The Afternoon of a Faun" is a poem filled with lust, desire, nature, dream-states, the folly of love and lust, and the pain of their departure. The poem describes the faun, a creature from Greek myth, as the archetype of masculine lust and desire. The faun is also a creature of nature: half beast, half man, fully mischievous and filled with want. In the poem, upon waking from a heavy, warm slumber, the faun cannot ascertain whether or not he has just seen two nymphs cross the field in which he was sleeping or if the nymphs were simply a dreamlike vision created in the faun's lustful mind.

The nymphs are spoken of in tenuous, fleeting terms that are resonant of loss of love, rejection, and unfulfilled desire. The faun speaks of the nymphs not in terms of love, but in terms of raw desire and physical attraction, in keeping with classical portrayals of fauns. In wondering whether the nymphs actually exist, the faun is blending his primal, subconscious, dreamlike sexual desires with the reality of the waking world. The faun does not know if the nymphs exist, but this is irrelevant, as he is able to fantasize about them regardless of their existence.

Perhaps the nymphs exist, and perhaps they don't. The faun can fantasize about them either way, because they represent a constant, steady desire for a creature such as a faun, who is filled with the thoughts of man and the impulses of nature and beast. There are certainly aspects of accepted misogyny in the poem, as the masculine faun lusts after the feminine nymphs, whose own desires and wants are not questioned or considered throughout the entire poem. Toward the end of the poem, the faun accepts that the nymphs may not have actually existed and bids them farewell, content to be lulled back into the dream world.