The theme of Robert Burns's "My Heart's in the Highlands" is nostalgia. The speaker laments leaving his Scottish homeland.

This poem is actually a song, so the second stanza repeats as a refrain, stating over and over, "My heart's in the Highlands." It also says the speaker's heart is not "here," indicating that wherever he is, he is far from his beloved home. In the refrain, he expresses his longing to be chasing the wild deer and following the roe, which is a small type of deer. He writes:

My heart's in the Highlands, a-chasing the deer;
Chasing the wild-deer, and following the roe

In the second stanza, Burns uses anaphora, which is repeating the first word in a line of poetry over and over. He repeats the word "Farewell" again and again, so that it becomes like the mournful tolling of a bell, creating a feeling of lament.

Wherever the speaker happens to be, his message is one of longing to be back in the beautiful nature of the highlands, amid the snow, the green valleys, and the woods. We can easily understand how he misses such a lovely homeland.