A New Jersey doctor named Gerald buys his trophy wife, Debbie, a revolver against her wishes.[4] Trouble ensues when their eccentric slacker neighbor, Skippy, takes the gun and doesn't want to give it back. After an accident lands Gerald in the hospital, it's up to Debbie to get the gun back and try to figure out why Skippy took it in the first place.
On Rotten Tomatoes the film has an approval rating of 43% based on reviews from 7 critics.[6]
Terrence Rafferty of The New Yorker praised Cochran's directorial debut, writing that "The assurance she shows in handling even a brief expository scene is astonishing. [...] This film school graduate has a kind of 'technique' that can't be taught. [...] The sort of liberation that My New Gun proposes, and embodies, is the product of a true filmmaker's vision".[7]
The film was praised by another critic for its "masterfully understated structure" and eccentricities, which some considered to be influenced by Thelma and Louise or an update of Henrik Ibsen's A Doll's House.[4]
Emanuel Levy has noted the way in which "the gifted director Stacy Cochran examines suburbia in a manner devoid of the usually nasty, mean-spirited approach to the subject", and unlike other downtown New York films, it "displays no irony or condescension; yet its quirkily laconic, minimalist perspective goes against expectations."[5]