Editors at AllMusic rated this album 4 out of 5 stars, with critic Thom Jurek writing this recording is "a musical tour through the band's catalog" and a "guided tour through the dark, often heartbreakingly honest complexities of [band leader Mark Oliver Everett] played with mostly sparse elegance by the Eels", wrapping that "most of these interpretations are essential".

[1] At Drowned in Sound, Joe Goggins scored this release an 8 out of 10 and stated that this recording "is bursting at the seams with superb reinterpretations of some real classics".

[2] A brief review in Mojo by John Bungey called Live at Royal Albert Hall "two CDs plus a DVD of Mark Everett’s quietly thrilling pop noir" and recommended the DVD release, rating it 3 out of 5 stars.

[3] Writing at PopMatters, Matt James rated this album an 8 out of 10, calling it a "soul-stirring" work and praises Everett's ability to mix sadness and joy, summing up that "many will find it a richly rewarding, comforting, and quietly triumphant celebration from one of America’s finest underdog songwriters".

[4] Jake Kennedy of Record Collector stated that the "consummate musicians" manage to "avoiding potential cliché throughout".