In an interview on Arte Radio in 2007, Dean Hurley used various phrases to describe The Air Is on Fire's sound, including "a large flashbulb paparazzi sound", "short drum machine phrases", "brief phrases of machines working", "dubbed industrial hip hop", "characteristic winds", "punch-presses pitched down", "train mechanisms and large steel-factory samples" and "metal structures that were welded together."
Writing for Pitchfork, critic Marc Masters gave The Air Is on Fire a positive review. Masters drew comparisons between the album's sound and the styles of Demdike Stare and the Haxan Cloak and said that "even at its densest, The Air Is on Fire is pretty simple sonically, which gives it a universal tone. It's not about cutting-edge techniques or never-heard-before concoctions. It's about using sound to tell a wordless story and evoke undefined emotions. On those counts, it succeeds thoroughly."