Its lead single, "A Bottle of Rum" featuring Liz Harris was released on January 27, 2021.

[5] Reviewing the album for AllMusic, Heather Phares wrote how the album was, "Embodying hard times as well as the way friends lift each other out of them, Oh No also exemplifies the drama, mystery, and deeply felt emotions that have made Xiu Xiu a vital musical force for decades.

"[8] In the assessment for musicOMH, Matt Costell felt that by, "Embracing the participatory rather than lurking in personal mistrust, and supplementing their formerly disconsolate narratives with unusually contented flourishes, these diverse new manifestations substantially demonstrate that Xiu Xiu still exist in a universe of their own design, but that maybe they’re ready to temporarily negotiate ours once more.

"[11] Writing for The Skinny, Tony Inglis was more critical in his review of the album, claiming that "The production is exceptionally murky – mostly collaborators move through the dark, uncertain world Stewart manifests with [their] Scott Walker-like crooning of glossolalia.

OH NO’s moving moments of catharsis and uplifting hope are muted by how exhaustingly over-the-top the rest of the album feels.