"Long Hard Road Out of Hell" received mixed reviews from music critics; some found it heartfelt while others felt it was too indistinct from other Marilyn Manson songs. Commentators noted that the track encapsulated the evolution of the band's sound from the industrial music of "Antichrist Superstar" (1996) to the glam rock of "Mechanical Animals" (1998). Manson initially approached Jonathan Glazer to direct the video for the track, but rejected his concept for it; Glazer later used his concept for the video for Radiohead's "Karma Police" (1997). The music video for "Long Hard Road Out of Hell" was directed by Matthew Rolston. It depicts Manson in a dress and a group of models who initially appear to be female but are revealed to be male. The clip garnered acclaim from critics for its imagery.