"In his review of "All Saints" for "Rolling Stone", Chuck Eddy said the song "has an aptly unnerving prettiness".Sarah Davis of "Dotmusic" gave "War of Nerves" four out of five stars, writing, "A distinctly heart-felt ballad, it's more soulful than most of their previous releases, including 'Never Ever' and while at first appears to go nowhere, is an engaging listen."