Chris Ingham deems the song to be "essential Beatlemusic"; he views it as Harrison's "most haunting and convincing musical contribution of the period", after "Within You Without You", as well as "possibly the most unnerving of all Beatles tracks". In a 2002 review for Mojo, Charles Shaar Murray described the song as "eerie, serpentine" and "a fine and worthy companion for Peppers Within You Without You". Writing in Uncut that same year, Carol Clerk called it "a weirdly atmospheric triumph". In his book Indian Music and the West, Gerry Farrell refers to the song when discussing its author's contribution to popularising Indian classical music, writing: "It is a mark of Harrison's sincere involvement with Indian music that, nearly thirty years on, the Beatles' 'Indian' songs remain among the most imaginative and successful examples of this type of fusion – for example, 'Blue Jay Way' and 'The Inner Light. Simon Leng writes of the song: "Harrison was working at a sophisticated level of extrapolating Indian scales to the Western setting, something no one else had done … 'Blue Jay Way' explores the structures of Indian music just as 'Within You Without You' debates its philosophical roots." Former Record Collector editor Peter Doggett, writing in Barry Miles' The Beatles Diary, similarly admires the recording, saying that the Beatles rendered the song "an exotic, almost mystical journey" that evokes a mysterious Eastern mood "without a single Indian instrument being employed". Music critic Jim DeRogatis ranks "Blue Jay Way" at number 7 in his list of the Beatles' best psychedelic rock songs. In a 2009 review for Consequence of Sound, Dan Caffrey highlights the track among the "stellar moments in the album's first half" and considers it to be "George Harrison's most underrated song". Caffrey adds: "For a piece inspired by the simple act of waiting for a friend to arrive at his Los Angeles home on a foggy night, 'Blue Jay Way' is a haunted house of a hit, adding an ethereal, creepy mythos to the City of Angels." Writing for The A.V. Club, Chuck Klosterman describes the song as being among "the trippiest ... material [the Beatles] ever made", while Mark Kemp of Paste views it as "wonderfully wobbly". Scott Plagenhoef of Pitchfork includes "Blue Jay Way" among the EP's four "low-key marvels", saying: "Few of them are anyone's all-time favorite Beatles songs ... yet this run seems to achieve a majesty