The New York Times has a negative review. The Guardian says, "this beautiful, oddly affecting film is one of the three best Altman movies."
Slant Magazine gives it 4 out of 4 stars and says, "If not the greatest western ever made, McCabe & Mrs. Miller could be the most authentic representation of wilderness life ever put on screen." Empire Online gives it 5 out of 5 stars and concludes, "They say that great actors are never knowingly caught acting; Altman's best movies are similarly effortless - experiences to be lived in, rather than simply watched."
Roger Ebert has it on his list of "great movies". Rotten Tomatoes has a critics rating of 89%.