[4] In a pre-release track-by-track feature on the album, Rock Sound writer Andy Biddulph outlined that the song features vocalist Oliver Sykes "singing mournfully ... while the band around him build to a lush, textured chorus", adding that "there's almost no guitar here, but the high-tempo drumming, electronics and hard-hitting subject matter make this band sound heavier than ever".

[5] The Guardian writer Lanre Bakare categorised the song as "more dance than nu-metal", noting that it also features a "trance breakdown".

[5][10] The "anti-dance" lyrics are intended to juxtapose the dance-heavy style of the song, which the vocalist added is meant to sound "like something you'd hear in a club".

[12] The video depicts a developing hostage situation, intercut with footage from a recording studio and, later, a "strange, clay-like baby" playing a trumpet.

Rock Sound writer Andy Biddulph claimed that the song's experimental style is "typical of one of the most groundbreaking albums this genre has seen for years",[5] while Eleanor Goodman of Metal Hammer also hailed it as "testament to the band's truly evolutionary spirit".

'"[7] Reviewing the Royal Albert Hall show for The Independent, Steve Anderson described "Oh No" as "almost Robyn-esque thudding electro", claiming that it "illustrat[ed] what a bizarre journey" the band had taken to that point.