Upon release, Sun Coming Down received generally positive reviews from music critics, with praise directed to lead singer Tim Darcy's vocal delivery and the album's socially aware and emotionally sincere lyrics.

Guia Cortassa of The Quietus considered it to be a "natural continuation" and "valuable step forward" on its predecessor due to the album's "sharp and witty" lyrics and sincere focus on "the frantic bewilderment of solitude and despair of our times".

[29] Tom Jowett of The Line of Best Fit highlighted the album's "terse guitar work", "laconic vocal delivery" and stylistic simplicity, considering the more minimal approach provided the band room to have "greater freedom and intensity" and an "inherent naturalism".

[22] Describing the band's music as "nervous, antsy, sometimes hostile, yet intoxicatingly vibrant" Stuart Berman of Pitchfork praised Sun Coming Down as a "more aggressive" and "cryptic" album.

[19] Michael Hann of The Guardian found the album to have an "engrossing" sense of "relaxed intensity", stating "the songs ebb and flow, build and release, singer Tim Darcy expressing both anxiety and aceptance.

[20] Similarly, Juan Edgardo Rodriguez of No Ripcord considered the album to bridge "caustic irony and blunt sincerity", noting that whilst Darcy was a "particularly unflattering vocalist", his "amusing and stimulating one-liners", "frantic irreverence" and "feral intelligence" were engrossing.

[26] Scott Russell of Paste retrospectively named the song as the best released by the band, highlighting it as the "apex of their sound" for its "utterly mesmerizing post-punk construction" and capacity to "rescue meaning from life's exhausting churn".