The protagonist of the book, Don Wanderhope, has endured much heartbreak in his life, but nothing has prepared him for the devastation of the prolonged illness and eventual death of his daughter Carol. The first theme I notice is that the title The Blood of the Lamb likely refers to the character Carol's leukemia, a disease in which one's own blood is poisoned. Since Carol was a blameless child, she can be seen as the lamb.

Throughout the entire ordeal, Wanderhope has been asking God for help, attending church, and doing all the "right" things. He can't quite believe that God would refuse to help him in such a dire time. He spends all his time trying to bring encouragement and cheer to his daughter, but once he knows all hope is lost, he breaks down. Later the same night, he is drunk and passes by his church, St. Catherine. In a fit of disgust, he remembers he has a cake with him; he gets it and throws the cake into the face of Christ outside the church. How can he have any faith in God now, after having spent the previous months here, endlessly praying for his daughter's health? Suddenly it seems foolish to pray to an inanimate object—such as a cross—that mimics pain but cannot actually prevent it.

Another big theme is anger. De Vries doesn't understand why a loving God lets terrible things happen; he's especially angry toward a God who does nothing to alleviate the suffering and inevitable death of a child. As De Vries writes:

How I hate this world. I would like to tear it apart with my own two hands if I could. I would like to dismantle the universe star by star, like a treeful of rotten fruit.

After several long months, Wanderhope is going through some of Carol's items when he finds an audiotape that Carol had made for him. In this tape, Carol reassures her father by telling him that everything is all right and that he shouldn't worry.

The final major theme of the book is that we are all united by our suffering. This is what De Vries calls the "eternal pity." In fact, God may not even need to exist in order to save us. Maybe we have to save ourselves.