"[23] John Paul Lucas of So So Gay found Wanderlust "bold, ambitious and frequently surprising" and wrote that it "feels like an arrival, and potentially the most important album of her career.

"[25] Robert Copsey of Digital Spy described it as "a brave excursion into something surprisingly off-kilter for a traditionally top 40 popstar," however he felt that its lyrics sound "occasionally sappy and sentimental.

"[17] Caroline Sullivan of The Guardian noticed "the preponderance of sweeping string-and-piano arrangements" and noted that "what really sells this album is its forays into eastern European-style pathos.

"[18] Louise Bruton of The Irish Times compared the album's sound to the Norwegian folk/pop band Katzenjammer and felt that "as a breakaway from her usual dancefloor dalliances, Sophie chose wisely.

"[19] Neil McCormick of The Daily Telegraph described Wanderlust as "an odd mix of colourful and melodious songs with thoughtful lyrics and lush, slightly wonky arrangements," while also noticing a "lack [of] an emotional centre.

"[16] Kate Bennett of musicOMH stated that "Sophie Ellis-Bextor has just abandoned her electropop comfort blanket for a smothering duvet of clichés and ineffectual romanticism,"[20] while Hermiony Hobby of The Observer felt that she "sounds like a nine-year-old girl" and called the album's arrangements "more saccharine than stirring.

"[22] Andy Gill of The Independent noted Wanderlust's "Eastern European flavour" and suggested that Ellis-Bextor is "re-positioning herself in the prim Nordic-diva territory of Agnes Obel and Ane Brun.

[39] The regular setlist consisted on playing most of the songs from the album (frequent exceptions were "Interlude" and "Wrong Side of the Sun") and very little older hits on the encores, mainly "Murder on the Dancefloor", "Groovejet", "Take Me Home" and "Heartbreak (Make Me a Dancer)".