Greene likened the mood of the songs to Beach House's material before they joined Sub Pop, describing the feeling as "pneumatic, dusty, like they are pulling a blanket around themselves in a heatless attic to ward off a threatening chill."

Reiff hailed the band's craft, arguing that "Beach House has mastered the art of space by this point and seems to have an instinct for how long to drag out a keyboard melody or a guitar line before bringing in another element to keep things from bogging down."

"[9] Writing for Rolling Stone, Meagan Fredette gave praise to Victoria Legrand's vocals stating that "her singing on Thank Your Lucky Stars feels more playful than usual, a welcome lightness that comes across from the first moments of "Majorette," the album's opener."

"Elegy to the Void" was also singled out as a highlight of the record with Fredette describing the track as "the album’s crown jewel" and "as good a summation as any of what Beach House does best."

Emphasising the maturity of the record in comparison to the band's debut, she suggests that "Like all their albums, this one is full of songs made for dreaming of a bygone love, or humming quietly to a new one.