The band chose to have a less improvisational approach to writing their second studio album, in contrast to Schlagenheim which was crafted around jam sessions.

[4] Afterward, they recorded the rest of the album with John "Spud" Murphy at Hellfire Studios on Montpelier Hill, County Dublin, during the summer of 2020.

[19][22] In the UK and the US, one "golden ticket" offering a choice of prizes was hidden in one standard black vinyl LP copy of Cavalcade.

[26] In the review for Exclaim, Sydney Brasil declared "Cavalcade is an album of extremes, fluctuating between lounging wizardry and an angular, prog-rock nightmare.

Instead of replicating the sound of their debut, they’ve shifted and sculpted it into a whole new beast, rich with barrier breaking expressionism and glistening soundscapes.

"[28] Summarizing the review for The Line of Best Fit, Robin Ferris wrote that it was "a record that delights in its own darkness, and will not compromise any of its sickening, theatrical excess.

"[10] John Amen was more critical in the review for PopMatters; "Throughout Cavalcade, Black Midi displays superlative skills, fierce chemistry, and avant-garde vision, offering spellbinding performances while also, perhaps inevitably, falling prey to sonic tautologies and circuitousness.

"[31] In the review for AllMusic, Fred Thomas called it "intentionally oversaturated and designed to knock listeners off balance and at its best, the album's overpowering rush of sounds and ideas communicates the excitement and a sense of unlimited possibilities.

"[27] Writing for Slant Magazine, Charles Lyons-Burt stated that "It’s an atmosphere-focused album that attempts to express the nastier side of being alive.

"[32] God Is in the TV's Jonathan Chadwick said "some of the gnarly bumps and edges that made Schlagenheim so exhilarating appear to have been sanded down – but admittedly, this gives way to a lushness on Cavalcade that wasn’t present on its predecessor".