[2] Royal S. Brown wrote that the piece has "a kind of nacht swing style that simultaneously captures the good old days the town would like to live in and the queasy angst of the modern period it is stuck with," and called it "a perfect musical translation of a major facet of Lynch's vision.

"[3] Along with other jazz music in Twin Peaks, such as the song "Freshly Squeezed", "Audrey's Dance" is composed around a distinctive walking bassline, with a note on each beat.

[9] According to Norelli, the cumulative effect of the piece's unresolved harmonic elements is a "dreamscape" that is "not only dreamy but downright spooky, and it feels as if someone has been placed under some sort of nightmarish trance.

Kinny Landrum, who performed synthesizer for the Twin Peaks soundtrack, was inspired to add the snaps by the song "Cool" from the musical West Side Story.

Landrum recognized Richard Beymer—who plays Benjamin Horne in Twin Peaks—from his role as Tony in the 1961 film version of West Side Story.

An early demo version of the track, titled "Slow Cool Jazz", features a solo performance by Badalamenti on Rhodes piano.

[18] According to Fenn, The day where Audrey dances in the diner I came to the set and David said, "We're going to get some cappuccinos and rewrite this scene and at the end you’re just gonna stand up and start to groove to this really cool, sexy, jazzy thing that Angelo and I just wrote!

"[17] David Bushman and Arthur Smith also called the scene "iconic" and opined that "[i]t's a tableau that feels oddly suspended in time, mesmerizingly erotic, faintly nostalgic, and mildly unsettling, though it's hard to put your finger on just why—in other words, it's pure Twin Peaks, and we love it.

[25] Dean Hurley, the music supervisor for the third season, said the piece had been used in the original series as a "hypnotic thing where [Audrey is] almost overtaken and goes into a trance dancing to the song".

[25]San Francisco-based rapper Andre Nickatina sampled "Audrey's Dance" for his 1995 track "Straight 2 the Point", which is not a rap song per se but a series of name drops over a beat.

[27] The rendition was praised in Pitchfork, whose contributor Daniel Dylan Wray wrote that the band's "usual sonic attack was mellowed considerably by the rich ambience of Badalamenti's original" and that their cover "feels both experimental yet deeply attuned to what made Twin Peaks such a fascinating listen—and watch, of course—in the first place.

"[27] Tom Marsh of The Quietus wrote "[t]here's something really satisfying about hearing the vibraphone theme to 'Audrey's Dance' suddenly pop up over a scratchy, subterranean bedrock of electronic drums and synth squiggles," calling the cover "a pretty perfect marriage of styles, and when guitar squawls, skitter percussion and random beeps complicate the mix, it sounds jazzy but never like a cacophony, because those Badalamenti vibraphone and piano motifs guide us through.

"[29] In particular, Coney highlighted the piece's "slinking bass-line, jarring woodwinds, brushed percussion, finger-clicks and vibraphone: equal parts suggestive and sinister, its woozy lounge sway implies proposition and deceit in unison, each off-kilter stab symbolising the unpredictability of the show's high-school femme fatale Audrey Horne.

Club noted that Twin Peaks and "Audrey's Dance" were a key stylistic influence on the late-90s swing revival, "a missing link between old-school exotica and Cocktail Nation.