"[3] Stephen Thomas Erlewine of AllMusic stated, "Perhaps the pairing of Cassandra Wilson and Billie Holiday carries a whiff of inevitability, but there's nothing predictable about Coming Forth by Day.

Certainly, Launay deserves credit for his painterly production, but the success of Coming Forth by Day belongs entirely to Wilson, who proves that she's an heir to Holiday's throne by never once imitating her idol.

"[4] Christopher Loudon of JazzTimes wrote, "Though it’s disheartening to realize that even an artist as eminent as Cassandra Wilson had to turn to PledgeMusic to fund her centenary salute to Billie Holiday, it’s best to set aside such state-of-things ponderings and focus on the outcome.

"[14] Writing for DownBeat, Bobby Reed commented, "This disc, which includes 11 songs recorded by Billie Holiday, functions as an admirable tribute, but it doesn’t sound like Lady Day.

"[8] In his review for the Santa Barbara Independent, Charles Donelan wrote, "The album reveals yet another aspect of this visionary artist’s immense talent, as Wilson ventures into the orchestral territory mapped out by Arcade Fire, with her sainted muse Billie Holiday by her side.