The Most Incredible Thing is the score for the 2011 ballet of the same name, based on the eponymous 1870 fairy tale by Danish author Hans Christian Andersen.

[1] Tennant and Lowe proposed Andersen's story (about a competition in a mythical kingdom where the King announces that whoever invents the most incredible thing will win the hand of the Princess in marriage and half of the Kingdom) as the basis for a new ballet to Sadler's Wells Theatre in London in 2007 after a friend, the then-Royal Ballet principal, Ivan Putrov, asked Tennant if Pet Shop Boys would consider writing a piece of music for him to dance to at Sadler's Wells.

Coincidentally a couple of days later, Lowe suggested to Tennant that "The Most Incredible Thing" would make an excellent narrative for a ballet and, inspired by this synchronicity, they approached Sadler's Wells with the project.

[9] The Independent's Andy Gill called the album "stylistically wide-ranging" and stated that "this second foray into theatrical composition [...] is vastly more adept [than Closer to Heaven], involving the deft interweaving of electropop and orchestral elements within a series of impressionistic tableaux sketching out the theme of conflict between creativity and destruction.

"[13] BBC Music critic Tom Hocknell commented that the album's "minimal orchestration never drowns the listener; strings sweep and chords portend, without any track outstaying its welcome."

"[18] Alasdair Duncan of Australian music magazine Rave described the album as "well-constructed and enjoyable, suffused with the kind of wit and sophistication you'd expect from Neil Tennant and Chris Lowe, even if the lack of context means that it sometimes just drifts by in an agreeable haze.

"[16] Matthew Laidlow of Virgin Media expressed that "[p]eople might be disappointed with the lack of vocals from Neil Tennant, but you have to remember that this isn't a Pet Shop Boys album, instead a successful collaboration that is on par with material they've previously released.

Club, Marc Hawthorne felt that "while there are some synth surges and gay-disco thumps over the course of this predominantly instrumental 82-minute orchestral score [...] it doesn't really line up with what's expected of Tennant and Lowe."

"[11] The Observer's Hermione Hoby was unimpressed, writing, "The ballet that Tennant and Chris Lowe have scored [...] is based on a story by Hans Christian Andersen rather than George Lucas, but ominous melodrama prevails nonetheless, even when it comes via disco rather than dense orchestration.