[2] The EP peaked at number twelve on the Top Christian Albums chart in the United States.

The EP was recorded live at the White Dove Barn in Nashville, Tennessee,[4] and contains five tracks and includes the three songs previously released by Wilson on the multi-track single as well as a new song, "No Place Like Home," and a cover of Little Big Town's "Boondocks.

That's definitely what I'm most excited about, and that's a part of the reason why I wanted to do the live EP was so that I could bring that song out and release it to the world.

I've been holding on to it for a while, and so I’m super excited to let the world hear that song.Joshua Andre in his 365 Days of Inspiring Media review, applauded Wilson for the EP, saying: "we are met with a vibrant, emotive, personal and honest batch of songs, where Anne delivers her already previously released three singles with intense passion, as well as an all-new track "No Place Like Home" and a cover of Little Big Town's "Boondocks".

"[8] In the United States, My Jesus (Live in Nashville) debuted at number seventeen on the Billboard's Top Christian Albums Chart dated August 21, 2021.