That Girl garnered generally positive reception from music critics. At Metacritic, they assign a weighted average Metascore to the album based upon selected independent rating and review, which based upon six reviews, the album holds a rating of a 71 indicating "generally favorable" reviews. At The New York Times, Jon Caramanica gave a positive review, and highlighted that "Only rarely does this album capture Ms. Nettles’s remarkable voice, a twang-thick burr with real soul-music depth."Brian Mansfield at USA Today rated the album four out of four stars, and affirmed that she "shows off her breathtaking voice." At The Oakland Press, Gary Graff rated the album three out of four stars, and evoked that "We certainly don't want to see Nettles abandon Sugarland, but here’s hoping that she's not done exploring these other musical terrains, either." Mikael Wood of Los Angeles Times gave a positive review, and affirmed that "Her loss sounds liberating." At The Boston Globe, Sarah Rodman gave a positive review, and stated that "While several tunes could appear on a Sugarland album, it is a less commercial, contemporary country-sounding release and there is a sense of individuality stamped on the songs."
Jon Freeman of Country Weekly graded the album a B+, and commented that "The resulting album is earthy, warm and spacious, not sounding too fussed over or suffocated with studio tricks." At Roughstock, Matt Bjorke rated the album four-and-a-half stars, and felt that the release may not contain the country hits like some would expect; however, he wrote that it was "long on charming vocal performances, stellar lyrics and some of the most timeless feeling new songs" he could think of over the past two years. Got Country Online rated it four stars, and commented on that it took many listens to become appreciative of the material, but "when you listen closely you will find an album full of touching, relatable stories told by a strong, emotive voice." However, Allmusic's Thom Jurek rated it three stars, and cautioned that "some of these songs feel too calculated or require more subtlety to completely pull off." At Rolling Stone, Christopher R. Weingarten rated the album three stars out of five, noted how "That Girl doesn't have much of a through line", but "What it does have is plenty to love."
The album debuted at No. 5 on the Billboard 200 with sales of 54,046 copies sold. In the following weeks the album sold 19,559, 15,012, and 12,754 respectively for a total of 101,461. The album has sold 200,000 copies in the U.S. as of April 2016.