A reviewer for Gramophone was generally positive about the album, praising Wilson's voice and her interpretations of the standards included. However, they said that compared to the originals, Wilson's versions may not be as powerful. They noted that with this album, Wilson appears to move away "from jazz heartlands or cutting edges and towards the embrace of 'pop cult' status." The reviewer particularly enjoyed "Skylark" (calling it "sublime") and "Last Train to Clarksville" ("a delight").
Rolling Stone's Geoffrey Himes reviewed the album positively. He noted its similarity to Wilson's previous album, Blue Light 'Til Dawn, but said that New Moon Daughter has more feeling and a darker tone. He said that Wilson makes Billie Holiday's "Strange Fruit" "her own". He noted the album's overall slow tempo as a weakness, wishing for a little more rhythmic diversity.Scott Yanow of Allmusic described Wilson's voice on the album as "quite bored and emotionally detached" but noted that she was "stretching herself".