[28] Matthew Creith of TheWrap praised Nash-Betts for her performance, portraying a flawed character who battles alcoholism and personal struggles while investigating a series of grotesque murder cases.

Creith complimented the show for its dark and macabre tone, noting its evolution from a typical police drama into a deeper exploration of paranoia and sociopathy, while also acknowledging the intriguing dynamics and theological themes presented throughout the series.

Kurland praised Nash-Betts for her performance and highlighted Micaela Diamond's Sister Megan Duval as the standout character, suggesting that their dynamic explores themes of faith amid violence.

Kurland recognized that while Murphy's shows often start strong but may falter, Grotesquerie establishes a solid foundation, concluding with cautious optimism regarding the series' potential within the horror genre.

[30] Daniel Fienberg of The Hollywood Reporter noted that Grotesquerie feels familiar within Murphy's universe, with a setup reminiscent of American Horror Story and Seven, incorporating themes of religious symbolism and societal decay.

Radulovic also complimented the show's setup and its disturbing crime scenes reminiscent of Seven, but expressed doubt about Murphy's ability to deliver a satisfying conclusion, based on his previous projects.

[32] Rebecca Nicholson of The Guardian gave Grotesquerie a score of three out of five stars and called the show more downbeat compared to Murphy's typical work, focusing on a grander narrative amid its gothic horrors.