[1] Allmusic awarded the album 4½ stars and the review by Scott Yanow stated "This unique music takes several listens to absorb and even then it still might be somewhat incomprehensible".

[2] In the Los Angeles Times Don Heckman wrote, "if you’d like to sample the work of a composer-saxophonist who has consistently stretched the outer limits of jazz (even if he doesn’t care to have the word applied to his music), here’s a perfect opportunity ...

Among his many other accomplishments, the one that is most apparent in this creatively demanding album is the capacity to compose music that possesses the impetuous, unexpected energy of an improvised solo".

This is true once again with Carry the Day, Threadgill’s first release on a major label ... this is an impressive album by an innovative, important musician who takes chances but never loses his integrity—or his wit".

Threadgill throws together disparate elements with a master surrealist's touch...Almost every track sounds as if poised on the brink of entropic noise yet [he] manages to pull it all together and save the day.