AllMusic's Richie Unterberger awarded the album three stars out of five, describing Nico's songwriting as "singularly morose". Dorian Lynskey wrote for "The Guardian" that "The Marble Index" forces the distinction between art and entertainment, comparing it to the "terrifying" output of musician Scott Walker (particularly the album "Tilt"), painter Mark Rothko and writer Philip Roth. Simon Reynolds described the record as "psychic landscapes, glittering in their immaculate, lifeless majesty of someone cut off from the thawing warmth of human contact and fellowship" and "religious music for nihilists". Sputnikmusic's Louis Arp was less enthusiastic, finding the music "pretentious" and "agitating" in the aura it evoked while deeming Nico's lyrics repetitive and meaningless. "Village Voice" critic Robert Christgau said, "While "The Velvet Underground and Nico" plus "Chelsea Girl" convinced me that Nico had charisma; "The Marble Index" plus "Desertshore" convince me that she's a fool."