It is her first release on Dead Oceans[2] and has received positive reviews from critics who have praised her songwriting, evolution as a musician from her previous work, and the cosmic themes on the songs, written with a metaphorical overview effect that discusses personal emotions.

[5] Editors at AllMusic rated this album 4.5 out of 5 stars, with critic Timothy Monger writing "although more experimental and stylistically varied, My Light, My Destroyer plays like an emotional sequel to" 2021 release An Overview on Phenomenal Nature by "exploring similar human themes from different angles" along with "plenty of sonic variance throughout the set with intriguing field-recorded interludes and instrumentals".

[6] At BrooklynVegan, Andrew Sacher wrote that in spite of the anticipation built up from her last album, "it sounds to me like Cassandra isn't letting any of the hype and fame get to her; My Light, My Destroyer is a worthy followup from an artist who's seemingly keeping her head down and continuing to explore her own musical universe".

[11] John Amen of The Line of Best Fit scored the album 9 out of 10, concluding, "[Jenkins] explores themes that have been relevant at least since the advent of the Cognitive Revolution 30,000-plus years ago — creation, destruction, ecstasy, transcendence — yet does so in her own contemporary, refreshing, and utterly commanding way".

[14] John Murphy of musicOMH scored this release 5 out of 5 stars, stating that it "feels like a huge step forward for Jenkins" to move past her earlier dream pop work and that "there's a quiet power in the unobtrusive nature of these songs that are destined to salve your soul in troubled times".

[15] In a profile for The New York Times, Grayson Haver Currin characterized My Light, My Destroyer as Jenkins' "subtle and sprawling third album, out Friday, on which field-recorded collages abut jangling rockers and diaphanous ballads".

[17] Editors at Pitchfork scored this release 8.0 out of 10 and critic Phillip Sherburne called this music "smoldering, sophisticated songs [that] get a little more cosmic while retaining their characteristic wit and charm" in an album "peppered with... dazzling images and unexpected counterpoints".