[7] Hannah Jocelyn of Pitchfork felt that it "expands her capabilities as a songwriter and musician while maintaining the warmth that's made her a British folk staple for over a decade".

[2] MusicOMH's John Murphy called the album "a blissfully light, uplifting listen, and as the title may suggest, a fearsomely defiant one as well".

[1] NME's Thomas Smith found the album to be "less about bold statements but recognising the quiet, personal victories on that journey" and containing "some of the most interesting and sonically varied songs of her entire career".

[8] Michael Hoffman of The Line of Best Fit commented that This Ain't the Way You Go Out is "largely piano-driven, taking the jazz-inflected moments from [...] Something's Changing, and developing those sounds as the focal point, leading to a refreshingly confident and balanced record with hopefulness that belies the questioning and worry she faced with her diagnosis".

[6] Sarah Jamieson of DIY wrote that "the raw moments in which she faces her recent experiences are heartbreaking", namely in the title track, "but there's also so much vibrancy and life to be felt here too".