[3] During the commutes, Marshall became "fascinated by the notion of 'the space between'", which became the album's theme, along with a "narrative of lost connection" and "losing people and situations to the guillotine of the universe".

[2] Marshall wrote most of the lyrics himself, after which he worked on the music with producer Dilip Harris and his live band, saxophonist Ignacio Salvadores, drummer George Bass, bassist James Wilson and guitarist Jack Towell.

[10] James Mellen of Clash described the album as "an ambitious world of dreams, loss, and the bleak brutality of the universe" as well as "a dynamic, visceral body of work, every bar demanding attention with its chronic shapeshifting nature".

Mellen also felt that Space Heavy "weaves its way through a plethora of styles, implementing a range of genres into the world he has created" and concluded that its "never-ending sonic exploration is continually excellent".

[12] Mojo called it "Another mesmerising, profound, excellent record" from Marshall, while Uncut was less favourable, opining that it "happily exists in something of a fog – wilfully embracing hazy, almost groggy textures".