Wu Hen received generally favourable reviews from music critics, some praising Williams' drift from the sounds of its predecessor, Black Focus (2016), that informed him in his career with Yussef Kamaal, while others said the album's ideas shifted too urgently.

[2] Its guest musicians consist of Miguel Atwood-Ferguson for strings, Quinn Mason on saxophone, drummer Greg Paul, James on bass and harpist Alina Bzhezhinska.

[8] Bray continued that "there's a spectral 'big-band' quality which creeps across the album" with its strings and harp, "whilst, on the other hand there's also a delicate intimacy and closeness afforded through the crisp drum patterns and whinnying saxophone".

The track "juxtaposes Ravel's Afternoon of a Faun with bluesy, John Klemmer-esque tenor wailing from Mason before a modal Middle Eastern string interlude carries it out".

[2] This is followed by "One More Time", a breakbeat track with "fitfully incessant drumming" from Paul and "synth chord patterns that function as rhythm, harmony, and textured tones for Mason's brisk post-bop tenor solo".

[6][9] The third track "1989" is a slow funk song with strings, where James' bass "becomes the primary instrument" that "alternat[es] between finger-style playing and rather aggressively thumped notes".

[8][10] The first half of the track sees "Williams' emphatic chording leading the charge and James' frenetic walking following suit", which soon underscores "propulsive" saxophone playing from Mason.

[9] The sixth track "Big Rick" was said to have the "smoother elements of Headhunters-era Herbie Hancock" with its bass playing that was compared to Paul Jackson Jr.[9] "Save Me" continues the same concept, but is "kicked up a few notches".

[6][7] Kate Hutchinson of The Observer commented: "Williams has always coolly evaded categorisation, whether DJing house as Henry Wu or making spectral slow jams and here [he succeeds at] reconcil[ing] those guises.

[18] Other critics felt that the ideas of Wu Hen were unfocused because of its constant stylistic shifts, with Andy Beta of Pitchfork saying the album "feel[s] fidgety" in this manner, "hurriedly racing off to somewhere different rather than lingering and deepening its focus.

[25] The album was ranked at number 24 for Passion of the Weiss, with Dean van Nguyen writing: "Wu Hen manages to not only spotlight its creator’s musicianship and skills as an arranger, but also encapsulate the diverse London jazz scene that he cruises.