In positive reviews, David Ehrlich of IndieWire and Britt Hayes of ScreenCrush particularly praised Nikolaj Coster-Waldau's performance and character, with Ehrlich saying that "as much of a chore as [Small Crimes] can be to sift through at times, there’s a well-conceived method to all of this densely packed madness" and Hayes stating that "Coster-Waldau is a pro at playing narcissists, but in Small Crimes he brings additional pathos to the role of Joe".They gave the film B+ and 8 out of 10 respectively. Brian Tallerico of RogerEbert.com stated that while Small Crimes was "similarly clever if a bit less satisfying" than Cheap Thrills, he praised the supporting cast (particularly Gary Cole and Pat Healy) and the film's clean conclusion. Michael Roffman of Consequence of Sound similarly praised Coster-Waldau's performance, along with those of Jacki Weaver and Robert Forster, as well as the film's tonal shifts "that make each outcome even more jarring". He rated the film a B. Jacob Hall of /Film gave the film a 7.5 out of 10, negatively comparing the film to Cheap Thrills but enjoyed it overall. He praised the performances (with the exception of Coster-Waldau's) and plot. Mike D'Angelo of The A.V. Club also praised Forster's performance and the tone of the film, saying "If the film came across as jaded and cynical, it might well be hard to take. Instead, it seems weary and defeated, as if some people are simply born to fail."
