The episode received mixed to moderately positive reviews from critics. "The A.V. Club" reviewer Emily VanDerWerff gave "Unusual Suspects" an A-, and wrote that the episode "is a love letter to the very idea of paranoia". Furthermore, VanDerWerff argued that "as the episode moved its way to its climax, when Mr. X improbably lets the Gunmen live after seeing as much as they did ... it struck me that what we're seeing here may not entirely be meant to be taken seriously, just as 'Memoirs Of A Cigarette Smoking Man' is more about who the CSM wished he might have been than the person he actually was. This isn't a true story; it's a manifesto."