"What We Do is Secret" received mixed reviews. Review aggregate Rotten Tomatoes reports that 45% of critics gave the film a positive review based on 47 reviews, with an average score of 5.24 out of 10. The website's critical consensus states: "Despite its dynamic subject and reckless anti-glamor, this biopic about the legendary punk rocker Darby Crash fails to translate the excitement its subject generated." On Metacritic it has a weighted score of 54 out of 100, based on 18 critics, indicating "mixed or average reviews".