The music varies from contemporary classical music to avant-rock: there is a string quartet ("String Quartet 1"), two works for small ensembles ("A Hollow Miracle" and "Palimpsest"), a piece for samples and multiple horns ("From Descartes' Dreams"), a piece for MIDI-instruments ("Numinous Pools for Mental Orchestra"), and an unrecorded Henry Cow number from 1976 ("Hold to the Zero Burn, Imagine").

"Hold to the Zero Burn, Imagine" was originally composed by Hodgkinson for Henry Cow as "Erk Gah" in 1976 and was performed regularly by the band between 1976 and 1978.

[1] It was scheduled to be recorded in Switzerland in early 1978 for their next album, but objections from some of the band members over its revised lyrics resulted in it being shelved.

In a review in Exposé, Mike Borella called Each in Our Own Thoughts "an important and invigorating release" that is a "high-water mark for RIO alumni".

He said that despite its mix of "avant-garde, post-classical [and] structurally complex music", it remains "cohesive in itself", and "is a must" for Henry Cow fans.