"Despite its somewhat confusing place in the band's body of work, Closer to Grey manages to offer another great collection of the Chromatics' patented chilling atmospheres and cinematic pop, as well as some minor evolutions. Songs like "Twist the Knife" and the ominous title track work in the same stark nocturnal pop template as earlier albums, with singer Ruth Radelet's shadowy deadpan vocals meeting with layers of vintage synths and straightforward beats. Elsewhere, however, the Chromatics tentatively explore new territory. "Light as a Feather" builds on a looping sample of a drum break, as does the slinky, almost R&B mist of "Touch Red." The relatively upbeat "You're No Good" is more Europop than Italo disco horror soundtrack, Radelet's airy harmonies recalling Sade singing over a club-ready remix. In the past, the Chromatics have covered Kate Bush and Neil Young, transforming their songs by stripping them down to opaque skeletons. Closer to Grey begins with a similarly haunted rendition of Simon & Garfunkel's "The Sound of Silence." Though creepy and minimal, the tune is more awkward than some of the band's more successful reworkings. They fare far better with a languorous eight-minute version of the Jesus and Mary Chain's fuzzy two-chord rocker "On the Wall," an easy album standout. Even seven years later, following a statement as expansive and detailed as Kill for Love would be difficult. Closer to Grey feels more like a loose assemblage of good-to-great tunes than it does a cohesive album, especially with the level of production perfectionism Johnny Jewel and company are known for. It's a curious piece of the never-ending Chromatics puzzle, and an excellent offering to tide fans over as they wait for the next piece to fall into place."
- Fred Thomas. allmusic.com