"[4] My Woman was Olsen's attempt to expand her musical style after 2014's Burn Your Fire for No Witness, with emphasis on avoiding being typecast as a lo-fi indie artist.

Musical genres and musicians that influenced the album includes Fleetwood Mac, The Shirelles, Crazy Horse, 1970s glam rock, 1960s country pop and grunge.

[15] Pitchfork's Jenn Pelly gave the album a Best New Music designation, writing "Angel Olsen's latest is her best record yet, a bracing mix of sounds and styles congealing around songs of pain, sadness, and hope.

"[8] PopMatters' Colin Fitzgerald called My Woman "a new watermark for Olsen" that "elaborates on the disparate missions of both Half Way Home and Burn Your Fire for No Witness while reaching out into the unfamiliar spaces of dreamy synthpop and more hook-driven, pop-oriented songwriting."

Fitzgerald added "most remarkable thing about My Woman is that it all coheres (far better than Burn Your Fire for No Witness, as great as it was, ever did) into an expansive, all-encompassing vision.

"[23] Record Collector gave the album a mixed review, writing "My Woman is an odd, somewhat mismatched collection of good and then great songs that could have been more ghostly.