 "Trapped in the Sky" received a positive, contemporary critical response from L. Marsland Gander of The Daily Telegraph, who commented, "It is a show that has to be seen to be disbelieved." Writing for the same newspaper in 2011, Simon Heffer remembered his enthusiastic impressions of watching "Trapped in the Sky" as a boy in 1965, and how it endeared him to the rest of the series: "... I had just watched the first episode of Thunderbirds. I felt as though the whole landscape of what passes for my imagination had been changed ... It caused an excitement of the sort that is possible only for the very young, and it lasted for days. Indeed, every Saturday night was a renewal of the miracle." Co-creator Sylvia Anderson observes that, by necessity, the pilot episode comprises many examples of exposition for the purposes of introducing the primary characters and vehicles. However, she considers the roles of Lady Penelope and Parker to be "brief but effective".
