When plans for the album were initially proposed, executives at both Fox Broadcasting Company—the network responsible for the series—and Warner Bros. Records began compiling a list of possible inclusions, most of which were eventually rejected.

Although all three were admitted fans of the series, none were able to get involved in the project—Petty was unable to commit due to a tour, Springsteen was contractually tied to Sony Music Entertainment, while Seal was "snowboarding in South America or somewhere".

and author William S. Burroughs collaborated on a new version of "Star Me Kitten", a song that had originally appeared on the band's 1992 album Automatic for the People.

McDonald felt that the Foo Fighters cover of Gary Numan's "Down in the Park" and Elvis Costello's "My Dark Life", along with Mark Snow's theme for the series, were the highlights of the compilation.

[10] Sandy Masuo, writing for the Los Angeles Times, rated the album three-and-a-half stars out of four, finding that the compilation's "unsettling ambience" suited the "deliciously creepy" atmosphere of the series.

Masuo felt that the R.E.M./Burroughs and Costello/Eno collaborations ultimately turned out to be "more interesting in theory than in practice", naming "Down in the Park" as the best track on the compilation, with the contributions of Rob Zombie, Alice Cooper and P.M.

[14] Writing for the Los Angeles Daily News, Fred Shuster felt that compared to other television tie-ins that "aren't worth the aluminum they're recorded on", Songs in the Key of X "is a rare exception because of the unusual quality and rarity of the tracks".