Roger Ebert praised the film awarding it 3.5 out of 4 stars stating, "The writer-director, Christian Petzold, uses a spare, straightforward visual style for the most part, except for those cutaways to trees blowing in the wind whenever we heard the harsh bird cry. He trusts his story and characters. And he trusts us to follow the business deals and become engrossed in the intrigue. I did." Ebert also praised male leads Striesow and Schoenemann calling the similarities of both characters' physical presences as being "unsettling". Stephen Holden from The New York Times gave the film a positive review, praising the film's symbolism, atmosphere, and Hoss' performance; writing, "Yella is the kind of movie that tantalizes the mind with possibilities without solving the puzzle." Time Out awarded the film four out of five stars, calling it "an expertly crafted thriller which offers a pessimistic, though deeply rewarding, glimpse of a society being haunted by its own past." Walter Addiego of the San Francisco Chronicle praised the film's atmosphere, Petzold's direction, and Hoss' performance. Peter Bradshaw of The Guardian rated the film four out of five stars, calling it "exquisitely frigid, menacing, disquieting, with a storyline that keeps you off-balance, marred only by a slightly hackneyed dénouement".
