"The World Needs a Hero" received mixed to positive reviews and was regarded as a "return to roots" by critics. Writing for AllMusic, reviewer Steve Huey opined that Mustaine "tries to conjure memories" of "Rust in Peace" and "Countdown to Extinction", but while comparing "Dread and the Fugitive Mind" to "Sweating Bullets" (from "Countdown to Extinction") said that much of the material "feels like rehashed Megadeth". Huey critiqued the production as still being "radio-friendly" and said because of that, the group "never quite kicks up the fury or flash of past glories". Neil Arnold of "Metal Forces" wrote that even though the album was "lacking the menace of the band’s earlier work", it was still a more accomplished effort than the previous record. He concluded that Megadeth were "clearly opting for melody over aggression", albeit rarely breaking into "thrash mode".