It was an account of the pianist Harriet Cohen, who inspired the composer Arnold Bax when she wore a dress adorned with a single daffodil and became his mistress for the next 40 years.

[Sebba’s prose] is as smooth and elegant as expensive cashmere; it reads like a novel.’ That Woman was described in The New York Times Sunday Book Review as a "devourable feast of highly spiced history…which acquires the propulsive energy of a thriller as it advances through Wallis's life".

In 2018, a reviewer in Le Figaro Magazine[21] coined the phrase "La Méthode Sebba" to describe the author's method of linking interviews with living people and archive material to create a tableau of women during the dark years.

Adam Sisman of the Literary Review said “In Anne Sebba, Ethel Rosenberg has found the ideal biographer, sympathetic without being blind to her faults and with a sure understanding of the period … Her portrayal is compelling”.

[22] In the San Francisco Chronicle Carl Rollyson described the book as a "compassionate account of Ethel's character as a wife and mother" and an "engrossing narrative".

[24] In The Telegraph Jake Kerridge said "Sebba gets her readers under the skin of both Ethel and her era so effectively that this shameful saga had me alternately close to tears and boiling with rage.

[26] In The Guardian Melissa Benn said "Sebba has dug deep beneath this famous and archetypically male story of spying, weapons and international tensions to give us an intelligent, sensitive and absorbing account of the short, tragic life of a woman made remarkable by circumstance".