Rolling Stone rated it 3/5, stating that it was less visceral than his early-1980s music, but that "when it comes to edgy, sensitive-guy rock, he proves on Volume 4 that he still is the man.

"[2] AllMusic rated it 3.5/5, stating that "Volume 4 isn't as lively or vital as his first five albums, but it's also more satisfying as a pop record than anything he's done since Body & Soul, which is more than enough to make it a worthy comeback.

A review at PopMatters stated: "All said, Volume 4 does not deliver the same type of music as Look Sharp!, but manages to provide a good pop record nonetheless.

For fans of Joe Jackson, it’s a welcome arrival — easily his best CD in years, even if the acid stances seem a bit labored at times.

He proves he still can master pop songs in a variety of styles, but now you need to invest a little more time to fully appreciate them.