Upon its release, Tommy Vance, reviewing for Kerrang!, believed "Wonderland" "should be heard by anyone who likes fine music".

He added, "I'm a real fan of Steve Lillywhite's productions and he's done a superb job here.

"[4] Ian Birch of Smash Hits called it "Big Country's answer to the Gone with the Wind – bags of romance, riding off into deep red sunsets and never letting on how upset you really are".

"[6] Karen Swayne of Number One considered the song to be "archetypal Big Country – broad, sweeping and majestic".

She added it "proves once again that they can make rock sound fresh" and noted "there's less of a Celtic feel too".