Upon its release, "Early Winter" received generally positive reviews from music critics, many of whom commended Stefani's vocal delivery and the song's emotional appeal. The song attained moderate commercial success across Europe, reaching number six in Germany and Slovakia, number 12 in Switzerland, and number 14 in Finland. An accompanying music video for "Early Winter" was directed by Sophie Muller and was filmed in destinations like Budapest, Milan, and Prague. It contains scenes of Stefani in a palace-like hall in various gowns and at railway stations. "Early Winter" was included in the setlist of The Sweet Escape Tour, and the performances featured a special coda section delivered by American musician and bassist Gail Ann Dorsey.