[8] Sóley used the recording period for the album as a chance to take a break from looking after her daughter, commenting that "it was really good just not to be a mom for an hour or something and just write down some horror songs".

[3] He also described the "dreamy world of treated pianos, smoky synth textures, glitchy beats, and Sóley's quietly engaging vocals" found on the album.

[14] He noted the album's lyrics "hark back to a traditionally macabre narrative style readily present in Icelandic culture" and "Sóley manages to draw you into her world giving you a warm embrace with skeleton hands".

[14] Tom Haugen of New Noise Magazine noted that "Sóley extends deeper into introspective song craft" compared to her first album, and "gentle pop moments are often buried under moody atmospheres and dark fairy tales" on Ask the Deep, which "encapsulates the imagination and mystery that seems endemic to Icelandic music".

[12] In a more mixed review for Consequence magazine, Sasha Geffen felt that the album "grazes a darkness that [Sóley is] unwilling to plumb thoroughly" and noted that "the songs [...] rarely [plunge] into the sadness and anger that show themselves in flickers throughout her lyrics".