Roger Ebert, film critic of the "Chicago Sun-Times", felt the film begins as "original and challenging" but then "turns into a story filled with familiar elements". He nevertheless awarded it three stars out of four and had particular praise for the work of Gary Oldman, writing: "Oldman's performance in the movie is the best thing about it...What's best about "State of Grace" is what's unique to it - the twisted vision of the Oldman character, who lives in a world of evil and betrayal and has somehow thought himself around to the notion that he is doing the right thing."