"Under Neon Lights" has received positive reviews. Douglas Wolk of Billboard complimented the music as well as St. Vincent's vocals, which he compared positively to Talking Heads' album Remain in Light.[6] Tom Breihan of Stereogum also praised St. Vincent's vocals, adding that although the music has a sound closer to the Chemical Brothers than to her, "she still sounds like she belongs on the track".[7] John Cameron of We Got This Covered referred to the song as a "stylistic update" to the Chemical Brothers' catalogue.[8]
Music videos
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The official music video for "Under Neon Lights" was directed by Adam Smith.[9]
A second official music video for "Under Neon Lights" directed by Jono Brandel and Zach Richter was published by Within on 12 April 2017.[10]