[2] It is a notable departure from the full-band format of Destroyer's previous few albums, largely featuring MIDI-simulated orchestration as its backing music.

Your Blues received positive reviews from contemporary music critics.

[10] Matt LeMay of Pitchfork Media gave the album a very favorable review stating, "Like Bejar's 2002 release This Night, Your Blues constitutes a fundamental challenge to deeply ingrained conventions of sincerity and emotional honesty.

The record's conceptual brilliance lies largely in Bejar's ability to craft deeply moving passages out of ostensibly artificial and contrived elements, subtly suggesting that all music, if not all human expression, is in effect some sort of artifice.

Bejar's critical engagement with codified aesthetic techniques certainly renders Your Blues a less immediately "accessible" record, and can at first come off as kitschy or detached.