Described as a post-punk and power pop album, The Deep Blue saw Hatherley's guitarwork being sidestepped, allowing more of an emphasis on other instruments, such as bass, strings, and piano.

The Deep Blue received mixed reviews from critics, some seeing it as an improvement on her debut, while others felt the songs lacked potential.

Over the next few months, Hatherley played a series of headlining and festivals shows, as well as supporting Blondie on their UK tour.

[8] After contacting Eric Drew Feldman, who had previously produced Grey Will Fade, she flew to San Francisco, California to meet with him.

[9] Choosing to work in Italy, Hatherley said Ellis was aware of a residential studio in the countryside, which enabled them to record without any distractions.

[24] It was co-written with Andy Partridge of XTC; Hatherley's song publishers set her up with him after learning that he enjoyed Grey Will Fade.

[29][30] Her backing band consisted of guitarist Luke Smith, bassist John Clayton, drummer Stuffy, keyboardist Angie Pollock, and multi-instrumentalist Jen Marco.

[37] AllMusic reviewer Alan Severa said the album "decidedly veer[s] away" from acts that influenced her debut, "show[ing] a self-assured Hatherley setting up a panorama of unique song compositions".

[17] Dan Martin of NME wrote that there was a "dense richness" to the majority of the material that "reveals more tricks and truths the longer you navigate.

"[38] Pitchfork contributor David Raposa referred to the album as a "trainspotter's nirvana", with Hatherley's influences on full display, as all "these little moments, vocally and musically, come off as nods and respectful homages instead of outright thefts".

[18] The Guardian contributor Betty Clarke considered it "[h]igh on introspection and atmospherics", with Hatherley using the sea as a "metaphor for her fluctuating insecurities.

"[23] Daniel Ross of Drowned in Sound wrote that the album "never fully takes off", with the absence of "a fucking great single," while some of its songs were a "little dull and lacking in charm".

[19] Gigwise writer Jeff Ando said that a lot of the album "floats over you and at times drifts into the worrying genre of 'mood music'".

"[40] Playlouder's Jeremy Allen wrote that in spite of the album's bigger production value, it still had the same issue that Hatherley had on her debut, the lack of song quality.

He exaplined that in her "bid to write a cogent and credible second album, she's maybe toiled a smidgen too hard, thus rendering some of it confused or lacking appeal".

[39] The Skinny writer Billy Hamilton was highly critical of the album, calling it "aimless and cluttered", with "little else here match[ing the] carefree ambition" of "I Want You to Know".