The band were flanked by a full string orchestra for their Top of the Pops performance of the song broadcast on 16 August 1996.

[2] In a retrospective article, AllMusic critic Dave Thompson praised Andy McCluskey's "rousing" vocal, and wrote, "With its sublime melody and a suitably anthemic chorus, this stellar single, released in August 1996, was a deserving Top 20 British hit.

"[3] Jack Watkins of Record Collector described the track as a "powerful song" that "went largely unnoticed by radio stations".

[4] McCluskey commented on the track in a November 2001 interview with The Guardian: "I sweated blood over... 'Walking on the Milky Way', which I thought was about as good a song as I could write.

The video makes use of slow motion and other special visual effects reflecting the tempo and grandiose style of the song.