Golden Smog's lineup was chiefly made up of Kraig Johnson (Run Westy Run), Dan Murphy (Soul Asylum) Jeff Tweedy (Wilco) and Gary Louris and bassist Marc Perlman (both of The Jayhawks).

Tweedy's band Wilco had achieved success with albums such as Yankee Hotel Foxtrot and A Ghost Is Born.

Another Fine Day features vocals by Tweedy, Murphy and Louris.

Writing for Allmusic, music critic Mark Deming wrote of the album "Another Fine Day sounds less scattershot and more unified than Golden Smog's earlier efforts, which makes sense since the core of this band had been working together for years, and the results seem less like a genially thrown-together side project than the work of a real band.

"[1] Marc Hogan of Pitchfork Media writes "the relaxed spirit of the album's predecessors remains, even as the sound has grown a little bit more rock'n'roll.