Upon its release, We Are Him received generally positive reviews from music critics. At Metacritic, which assigns a normalized rating out of 100 to reviews from critics, the album received an average score of 77, which indicates "generally favorable reviews", based on 13 reviews. Richie Unterberger of Allmusic wrote: "Angels of Light come up with a thoroughly respectable and diversely arranged vehicles for his vision on We Are Him, traipsing through an array of interesting moods without diluting the leader's offbeat visions," He also described the album as "much more tuneful and subdued an affair than many would expect from the former band behind Swans," while distancing it from "an average alternative rock record." Grayson Currin of Pitchfork stated: "Gira, at 53, continues to evolve, to challenge himself." Jason Heller of The A.V. Club concluded: "As much as he's painted as a dour American Nick Cave, Gira's range of tone and emotion is given open pasture here, and We Are Him is one his strongest, most horrifically hypnotic works yet."
Rob O'Connor of Spin wrote: "Michael Gira still explores the drones and grinding rhythms that he recorded with legendary art-punk band Swans, but on this album with collective Angels of Light, the singer/songwriter focuses on whiplash juxtapositions of sound and style," while also adding that "he cuts and pastes his skewed vision of a Nick Cave-flavored Americana where mandolin and hammer dulcimer rumble with a devilish mariachi band down a dark backstreet." Mike Schiller of PopMatters stated: "Despite all of the shock and the awe, once We Are Him does settle into repeated listening, it never quite reaches the consistent, memorable heights of ...Other People." Andrew Gaerig of Stylus described the record as "an album once again stuffed with villainous, masochistic glee."