[9] No Depression wrote that "the songs run toward character sketches, conveyed at ballad tempo with careful restraint.

"[14] Trouser Press determined that Wrapped in Sky captures the band's "broad stylistic ambitions better than on any other album," writing that "adjunct keyboardist Joey Huffman's textures are a valuable new contribution.

"[17] The Los Angeles Times stated that it "brims with music that's blissfully melodic (never cloying) and often quite fiery.

"[18] The Record lamented that "Kinney's wet-noodle vocals and high-falutin' lyrics tend to drag down his band's musical charms.

"[19] AllMusic called Wrapped in Sky "the most overlooked and underrated of the Southern rock band's albums," writing that "Saving Grace" "is an untraditional gem of a power ballad.