 Writing for "Mojo" in 2014, Mat Snow called "In the First Place" "amazing" and "a lysergic extra lap of the Magical Mystery Tour", referring to the Beatles' 1967 television film in which "Blue Jay Way" appeared.Richie Unterberger of AllMusic considers the song to be "decent minor-key psychedelic pop with prominent piano and heavy phasing effects", while "New Zealand Herald" critic Graham Reid describes it as "very Blue Jay Way".Author Robert Rodriguez views "In the First Place" as both "a creature of its time and timeless", adding that its mood and atmosphere make the track "very much in the mold of 'Blue Jay Way'".