The Twilight Sad is the debut EP by The Twilight Sad, released on 14 November 2006 on Fat Cat Records. The EP was only released in the United States. Regarding its US-only release, former bassist Craig Orzel stated that "the American side of Fat Cat wanted a release to announce our arrival, so they got that. I think the UK side were, initially, more interested in albums than EPs." The EP was mixed by composer and Fat Cat labelmate Max Richter.
The Twilight Sad was met with positive reviews, with Pitchfork Media reviewer Marc Hogan awarding the EP a 7.8 out of 10 rating, praising the band's "stadium anthem" technique through "lip-quivering emotion punctuated with explosions."Treble zine reviewer Herbert Vigilla stated that the EP shows the band "have a knack for crafting cathartic, visceral shoegazer anthems."