Five singles were released, two of which reached number one in the UK: "Setting Sun", "Where Do I Begin", "Block Rockin' Beats", "Elektrobank", and "The Private Psychedelic Reel".

After the Chemical Brothers' successful debut album, Exit Planet Dust, released in June 1995, the duo continued to tour but quickly sought to record new material.

The duo released an EP, Loops of Fury in January 1996, consisting of new material and a remix of one of the band's earliest and signature tracks, "Chemical Beats".

Stereogum said that "the combination of rave sirens and psych-rock far-outness [on Exit Planet Dust] was probably what convinced people like Noel Gallagher and Mercury Rev to jump onboard".

[8] In 2004, the album was packaged with 1995's Exit Planet Dust in a limited edition box set as part of EMI's "2CD Originals" collection.

[9] In Rolling Stone, David Fricke wrote that Dig Your Own Hole "burns the whole rock vs. techno argument into a fine, white ash", calling it "a wild beauty of a record" that "rocks, rolls and surges without factionalist prejudice or fear of genre.

"[16] Entertainment Weekly reviewer David Browne found that the Chemical Brothers manage to turn sounds and "recycled voice snippets" into "alluring hooks in and of themselves, bringing the record as close to pop as techno has come so far",[11] while The Village Voice's Robert Christgau attributed the album's effectiveness to the duo's "spirit—generous, jubilant, unfazed by industrial doom, in love with energy and sound.