The set won critical acclaim for its dark and complex production, with the band employing unorthodox techniques such as sudden and abrupt time signature shifts, coupled with frequent use of "irrational" measure lengths.

The production also utilized the use of intricate musical arrangements, with several songs on the album, such as "Sets the Blaze", "Thinking Like That", "Trouble" and "Blue Bird", featuring no discernible choruses.

[1] A cover of the Syd Barrett track "Golden Hair", from his 1970 album The Madcap Laughs, was released with the March 2010 issue of Mojo magazine.

[4] On November 3, 2003, Sandoval and Colm Ó Cíosóig performed live at the Queen Elizabeth Hall as part of the 60th birthday celebration held for folk musician Bert Jansch.

Following this, Sandoval and Roback — as well as Ó Cíosóig and his former My Bloody Valentine band-mate Kevin Shields — appeared on the 2005 debut album I Killed My Best Friend by Le Volume Courbe, performing instrumentation for the tracks "Harmony" and "Papillon de Nuit.

"[7] In May 2008, Ó Cíosóig rejoined My Bloody Valentine for a 4-month long reunion tour, where he performed at festivals throughout Europe, Japan and New York, followed by several dates at smaller venues throughout the U.S. and Canada.

Following this, rumours of an impending follow-up album quickly started to circulate on the internet after confirmation from a source that the band had entered a studio on November 25 to record new material.

Elsewhere, Hope Sandoval & The Warm Invention's cover of the Syd Barrett track "Golden Hair" was released with the March 2010 issue of Mojo magazine.

[27] Tim Sendra of AllMusic opined that the album "[sounds] like it was recorded at 2:00 a.m. in the middle of the kind of dream you never want to wake up from," and commented that Sandoval's voice "is exactly as beguiling and bewitching as ever."

He also noted that "while this album doesn't exactly scream Top 40 or boast massive sing-along choruses, tracks like "For the Rest of Your Life," "Trouble," and "Fall Aside" have more of a sense of melody and forward motion [than the first Warm Inventions record], and "There's a Willow" comes magically close to a straightforward Mazzy Star-like gem," before summarising that "there is a depth of sound on the record that makes it seem like a deeply felt work of art.

[17] Mark Powell of Drowned In Sound summarised his review by stating, "it doesn’t do this record a disservice to say that - from the broody amethyst tones of the cover art, right down to the final scrapes of mournful cello on "Sets The Blaze", or the old-time wireless crackle of pointedly Lynchian closer "Satellite" - Through the Devil Softly is an album whose drowsy currents you'll want to bob far away on, with no immediate concern over getting back," before giving the album an 8/10 rating.

[28] Joe Tangari from Pitchfork Media noted that "you get the sense of her [Sandoval] wandering through some abandoned, former gold-rush town, singing quietly to herself as the tumbleweeds bounce by."

Tangari later commented, "one of the most interesting textures is found on "For the Rest of Your Life", which sounds constructed on a loop of an echoing, muted pick slide on the E string of a guitar.

There's no real stand-out track - no "Fade Into You" for this decade - but it's a good listen while it lasts, a thing of slow, sad grace," awarding the album a 6.7/10 rating.