She Remembers Everything received positive reviews from critics. Writing for Rolling Stone, Will Hermes described the album as a "master class in channeling life into song" and added that "Cash is one of the most ambitious and literary songwriters of her generation" who "goes especially deep on this set", describing how "sometimes the songs appear to conjure autobiography, like “Everyone But Me,” which involves the loss of a mother and father" and "other times she puts more distance between self and subject". Of the album's genre, he noted that Cash "remains hard to categorize, refracting country alongside rock, folk and other elements befitting a longtime resident of New York City’s melting pot". Hermes considers "8 God's of Harlem" as the album's "standout" track and also highlights closing track "My Least Favorite Life", describing it as "the album’s dark lodestar" and a " a sweetly grim waltz with an Eastern European lilt, Brechtian existentialism and a little Tom Waits-ian surrealism" and concludes that "in her narrative hands, it’s comforting not to be traveling alone".
In a similarly positive review, Mark Deming of AllMusic notes that "while [Cash] sounds fresh and vital on every track, the music clearly speaks of experience and maturity" and describes the album as " the work of a musician and songwriter who knows her craft inside and out" with a "lyrical voice full of compassion and lacking in fear or hesitancy", explaining that " Cash is willing to share what lurks in her mind and her heart, and she has the tools to articulate her ideas with literacy and passion in equal measure" through songs that are "rich, nuanced, and never simplistic". He concludes by saying that "She Remembers Everything is a challenging and rewarding set from an artist who is at the peak of her abilities, and if anyone needs to be reminded that Rosanne Cash is one of America's best and smartest songwriters, all they need to do is spend some time with these songs."