Following his 2007–2008 tour, Wainwright began writing his first opera, Prima Donna, about "a day in the life of an opera singer", anxiously preparing for her comeback, who falls in love with a journalist. There are four characters, and the libretto is in French. The opera was originally commissioned by Metropolitan Opera general manager Peter Gelb. However, because of a dispute over Wainwright's decision to write the libretto in French and the Met's inability to schedule an opening in the 2009 season, Wainwright and the Met ended their relationship. Instead of a New York opening, Prima Donna was staged during the Manchester International Festival, where the first performance took place at the Palace Theatre on July 10, 2009. Reviews for the performance were mixed, with one publication suggesting Wainwright "may struggle to convince critics he is worthy of a place among the greats". Prima Donna won a Dora Mavor Moore Award for Outstanding New Musical/Opera in June 2011.
In November 2009, Wainwright announced that he had finished recording his sixth studio album, and was calling it All Days Are Nights: Songs for Lulu. The album was released on March 23 in Canada, April 5 in the UK and April 20 in the US, with the first single "Who Are You New York?".
In December 2009, Wainwright appeared with sister Martha Wainwright and mother Kate McGarrigle at the Royal Albert Hall in London, raising $55,000 for the Kate McGarrigle Fund, which was established in 2008 to raise awareness of sarcoma, a rare cancer that affects connective tissue such as bone, muscle, nerves, and cartilage. It was the last performance made by his mother before her death in January 2010.
In April 2009, Wainwright worked with the Berliner Ensemble and the avant-garde director Robert Wilson, who hired Wainwright to supply the music for a joint staging of Shakespeares Sonette based on Shakespeare's sonnets.