Days of Open Hand combines Vega's established folk-rock style with more varied instrumentation such as the ney and dumbek and experimental arrangements.
Songs such as "Institution Green" and "Fifty-Fifty Chance" place heavy emphasis on atmosphere; the latter features string arrangements done by Philip Glass.
In a review for Rolling Stone, Paul Evans awarded the album four out of five stars, stating it consists of "her hardest and loveliest music yet".
He went on to refer to the trio of "Men in a War", "Institution Green" and "Fifty-Fity Chance" as a "suite of songs astonishing for their cleareyed gaze at pain", comparing Vega to poets Emily Dickinson, Sylvia Plath and Stevie Smith.
[11] In a retrospective review for AllMusic, Alex Henderson commended the album's "subtlety", praising her vocals for being "expressive" without "need[ing] to shout or preach to get her points across".