After his 1923 Fifth Piano Sonata, Prokofiev turned his attention mostly away from the keyboard to focus on operas, ballets, and other large works. The three pieces comprising Pensées (Thoughts) were the last of just a handful of piano works Prokofiev produced before leaving France to resettle in the Soviet Union in 1935. His Op. 45 effort of 1929, one of the few other keyboard works from this phase of the composer's career, also had a philosophical title, Things in Themselves.

The first of the Pensées is marked Adagio penseroso—Moderato. In its meditative outer sections and animated but cerebral middle section, it conjures deep thoughts or thought processes in a way unlike few others in Prokofiev's output. It ruminatively toys with a fragmentary theme, then launches decisively into minor-mode material that sounds like a fugal subject. Prokofiev delivers only a rudimentary bit of two-voice counterpoint, though, before returning briefly to the opening material. The next piece is marked Lento, and while it too is pensive, its mood verges on the eruptive in its brooding and threatening manner. The last piece in the set, at about six minutes, is nearly as long as the first two together and also has a wider expressive range. Its palette of colors, however, still lacks lighter shades but overflows in charcoals and grays. No one of these three pieces, profound though they are, contains a catchy or memorable tune, and for Prokofiev that is highly unusual. All are rewarding, but their dryness of language and cerebral manner have denied them wide appeal of the composer's big hits.

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