The music of "Cowgirl in the Sand", like that of "Down by the River", is based on a chord progression from minor chord to major chord. Also like "Down by the River", the song features several guitar solos featuring what critic Toby Creswell describes as "distortion and chaos". Young plays a distorted guitar section after each of the three choruses. Williamson claims that the song includes "some of the most powerful and untamed lead guitar playing ever recorded". Allmusic critic Matthew Greenwald describes Young's guitar playing as his "most barbed guitar excursions". Rogan notes, that it "has rightly been acclaimed as a prime example of Young's distinctive, brooding guitar work." However, when the song was first released, "Rolling Stone", while noting that "the lead guitar, alternatively soaring, piercing and driving, keeps the song surging forward", considered Young's guitar work on this song "inferior" to that on earlier songs. "Rolling Stone" considered Young's vocal performance as "the real key to the success of this track", particularly praising the "depth" of his voice.