The first single from his album is "Grown Men Don't Cry" released in March 2001 and was written by Tom Douglas and Steve Seskin.

"The Cowboy in Me" is the third single, and it reached Number One one week after McGraw's duet with Jo Dee Messina, "Bring On the Rain".

[10] The album has since been certified 3× Multi-Platinum by the RIAA for shipments of three million copies in the United States, as well as single platinum for sales in Canada.

"[2] While Billboard magazine,[3] and Rolling Stone[5] all gave it positive and favorable reviews, David Brown from Entertainment Weekly gave it a B grade and said "From the eclectic songs he and his coproducers have chosen to the simple fact that his face doesn't appear on the cover for the first time, Set This Circus Down presents itself as an Important Statement, McGraw's career defining work[, though] McGraw doesn't write any of his material" when saying that the album "feels conceptual, almost autobiographical.

"[4] John "weathered old reviewer" Hanson from Sputnikmusic gave it a 2.5 average after saying "Set This Circus Down, in [his] eyes his best album, shows the time where he was at both the least level of cheese, but had not yet 'sold out,' or sold out as much as you can in the Country scene.