My Work Is Not Yet Done won the Bram Stoker Award and International Horror Guild Award. S. T. Joshi, a scholar of H. P. Lovecraft and the weird fiction genre, said that the book "displays a Thomas Ligotti at the height of his form". Interzone said that "Ligotti is wonderfully original; he has a dark vision of a new and special kind, a vision that no one had before him", while The Times compared the author to H. P. Lovecraft, calling him "an accomplished conjuror of nightmares".
