 Reviews for Songs in the Key of X were generally positive. Upon the album's release, Entertainment Weekly's David Browne rated it a B, calling it "easily the most ambitious record ever assembled for a TV soundtrack". Browne felt that the contributions to the album by Sheryl Crow and William S. Burroughs were amongst its highlights, though felt that the compilation was "dragged down by ponderous contributions" from Nick Cave and Elvis Costello. AllMusic's Steven McDonald was mostly positive towards the album, rating it three stars out of five and stating that "while not perfect, the album makes a nice alternative compilation", noting that it shares the television series' "blue-light glow of twisted mystery". McDonald felt that the Foo Fighters cover of Gary Numan's "Down in the Park" and Elvis Costello's "My Dark Life", along with Mark Snow's theme for the series, were the highlights of the compilation. Sandy Masuo, writing for the Los Angeles Times, rated the album three-and-a-half stars out of four, finding that the compilation's "unsettling ambience" suited the "deliciously creepy" atmosphere of the series. Masuo felt that the collaborations between R.E.M. and William S. Burroughs, and Elvis Costello and Brian Eno, ultimately turned out to be "more interesting in theory than in practice"; although adding that "Down in the Park" was the best track present on the compilation, with the contributions of Rob Zombie, Alice Cooper and P.M. Dawn also noted as highlights.
