[6] The album's title is related to its overall concept of shelter, "a safe place to escape, this secret thing we all have when life is going too fast and you are full of anxiety.

"[7] Shelter marks a significant stylistic shift for the band, fully embracing the band's shoegaze and dream pop influences while departing from their previous black metal influences, with Rolling Stone writing that the album has "more in common genetically with Sigur Rós than Satyricon.

[9] According to AllMusic's Thom Jurek, "It is deeply indebted to its '90s British inspirational sources and wholly invested in the melodic sensibilities this group has displayed from the very beginning.

"[2] Other critics have highlighted the post-rock influence on the album, comparing the closing track "Délivrance" to bands such as This Will Destroy You and God Is an Astronaut.

In an interview with Spin, Neige explained that "It's just a safe place to escape, this secret thing we all have when life is going too fast and you are full of anxiety", adding that "This shelter could be anything – a person, a movie, music.

[20] While several critics praised the dreamy atmosphere, guitar textures, and overall beauty of the album's style, the stylistic departure from the band's earlier blackgaze sound was a common point of contention.

Shelter is less of a progression and more of a magnification of the beauteous, gentile side of Alcest and a complete suppression of the blackness at the heart of the band."

In contrast, Pitchfork contributor Jason Heller argued in his review of the album that "Still capable of great feats of mood and beauty, Alcest have transformed themselves, although not always in the best way.