Love, Lust, Faith and Dreams is a concept album revolving around the themes in which the album itself is named after. The album is divided into four segments, each named Love, Lust, Faith and Dreams, with the beginning of each segment declared by a female voice proclaiming the name of the segment before the beginning of a song or at the end of an interlude which introduces the next segment of the album.
Love encompasses the album's opening tracks, "Birth" and "Conquistador", while Lust contains "Up in the Air", "City of Angels", "The Race" and "End of All Days", which makes up the largest segment of the album. Faith is introduced by "Pyres of Varanasi" and runs through "Bright Lights" and "Do or Die", while the final segment of the album, Dreams is introduced by "Convergence" and ends the album with "Northern Lights" and "Depuis Le Début".