[1] The Allmusic review awarded the album 4 stars stating "The compositions are Feldman originals, and are rife with nuanced traces of his eclectic stylistic approach, not to mention the artist's magnificent skill on the violin.

"[2] The Guardian's John Fordham observed, "Contemporary jazz/classical violin might be a bit spiky for some, but the musicianship and the conversational skills are remarkable.

"[3] PopMatters reviewer Will Layman said, "there’s a ton for modern jazz fans to enjoy here, and it is plain that Mark Feldman—having paid his dues a dozen times over—is deserving of the spotlight.

"[6] All About Jazz reviewer John Kelman said "What Exit is a stunning debut from a group that hopefully won't be just a one-time affair.

Feldman doesn't so much bathe in the wonderful sound Manfred Eicher and engineer James Farber lay out for him as rise to the challenge of it.