Desmond Ryan for The Philadelphia Inquirer remarked that Portillo used an imaginative range of techniques and allusions to illuminate the investigation of her uncle's death. Emmanuel Levy writing for Variety, while noting the film to have "a healthy dose of humor and some introspective commentary", felt its scope was limited and was crudely executed. Despite criticizing it for lacking depth and calling its visuals "shapeless", Levy considered The Devil Never Sleeps to be mildly entertaining. The use of presenting the mystery of uncle Oscar's death by intercutting it with soap operas and projecting interviews through sunglasses was described by LA Weeklys Hazel-Dawn Dumpert to be "breathtaking".
