On Allmusic, Lindsay Planer said, "This band is about infectious rhythms and soul. Garcia plays with an energy and freedom of spirit which he rarely achieved during his final two decades with the Grateful Dead. This was likely due, at least in part, to the encyclopedic catalog of material... The band uses the structure of each song as a platform for their unique brand of instinctual aural acrobatics. The interplay amongst the instrumental quartet is best described as inspired telepathy.... Don't Let Go is highly recommended for the curious enthusiast as well as the insatiable Deadhead."
In The Music Box, John Metzger wrote, "Unfortunately, Don't Let Go is not the definitive, perfect set from JGB, though Deadheads undoubtedly will find the album — which was compiled from a Bay Area concert held on May 21, 1976 — to be a must-have collection. Likewise, the uninitiated who might be open to this sort of thing certainly will find the spark of brilliance that shines through many of the tracks and hides just beneath the surface on several others. Those most passive of Deadheads and the just faintly curious, however, might want to wait for something a little less flawed."