Mayer Nissim of Digital Spy Blog gave the song a positive review stating:
Named after a movie sound effect, 'The Wilhelm Scream' is apparently a reworking of James's dad Jamie Litherland's twangy number 'Where To Turn'. Here though, Blake takes the sort of carefree liberties with the source material that Jamie xx did with Gil Scott Heron on last month's fantastic We're New Here LP. As Blake's voice veers between an almost robotic coldness and grasping attempts at connection, the stripped-out backing plays around with space as much as it does notes. They key stuff happens from about two minutes in, as layers build in crashing waves of ambient terror until you find your teeth grinding and eyes welling up... before it all drops out again. 
Pitchfork ranked this song 11th in their end of year list.
In January 2012 it was announced that Triple J listeners had voted 'The Wilhelm Scream' #92 in the 2011 Hottest 100. Additionally, the song earned Blake an Ivor Award nomination.