The song describes the milieu of prolific English writer Sax Rohmer whose series of novels featured master criminal Dr. Fu Manchu.

'"[2] NPR's Afton Woodward called "Sax Rohmer #1" "one of the best songs" from Heretic Pride stating "[Darnielle] lets loose a barrage of dark and sinister imagery that could have been lifted from a Fu Manchu novel, from 'piles of broken bricks, sign posts on the path' to 'hopeless urchins' and 'spies from imperial China.'

[4] Pitchfork Media's Zach Baron called "Sax Rohmer #1" (along with "Lovecraft in Brooklyn" and "In the Craters of the Moon") a "seething throwback [...] taut, propulsive, paranoid, furious.

Darnielle's flurry of downstrokes—he has about three different song types, the flurry-of-downstrokes model being the signature and possibly most beloved among them—is mimicked by the rattle of snare and the somersault of tom-toms.

His urgency—and the song's poignancy—is encapsulated by the title's reference to Sax Rohmer, the English pulp novelist: a character blessed with an eye keen enough to catalog the grimness that surrounds him, but also dumb enough to believe he's going to escape it.