On Allmusic, Lindsay Planer wrote, "While the Grateful Dead will always be considered Jerry Garcia's primary outlet, the Jerry Garcia Band often proved the most musically satisfying of the two. Shining Star is a double-disc anthology featuring Garcia's other band, and is comprised entirely of cover tunes derived from concert recordings made between 1989 and 1993. The late '80s and early '90s were sporadic in terms of performance consistency for the Grateful Dead; however, "the Jerry band" — as Deadheads refer to this aggregate — proved to be vibrant, funky, and alarmingly agile."
In The Music Box, John Metzger said, "Though the music contained on Shining Star — the latest release by the Jerry Garcia Band and the second two-disc set from the group in two months — was recorded between 1989 and 1993, it is presented in such a way as to create a 'new' concert. The seamlessness of the package is remarkable, and each track is first-rate, top-notch Garcia.... Shining Star joins 1997's How Sweet It Is and the band's 1991 self-titled double disc as essential recordings for anyone interested in Garcia's longstanding side project. What's more — each of these packages is unique, without a single song repeated.... So, which one of the three packages is the best? Undoubtedly it's Shining Star."