When Joe Turner’s Come and Gone debuted on Broadway in 1988, it received overall good praise from the critics. However, not all audiences responded as well. As Peter Wolfe notes in his 1999 book, August Wilson, "Playgoers comfortable enough with the African retentions built into Wilson’s two earlier plays recoiled from the ethnicity of Joe Turner." The play has enjoyed a strong critical reputation since then, with the majority of critics focusing on the main idea of the play, African Americans’ search to find their identity. Says Sandra G. Shannon, in her 1995 book, The Dramatic Vision of August Wilson, "The theme of finding one’s song, which permeates Joe Turner, is simultaneously a personal and collective ambition for Wilson and for all of black America."

In addition, critics have also noted the two main influences of the play, the 1978 Romare Bearden painting, entitled Millhand’s Lunch Bucket, and the historical person of Joe Turney. Although most critics have failed to recognize that "Joe Turner" is an incorrect name, Wolfe says, "The difference in the names of the blacks’ captor, though small, deserves a look." Wolfe notes that:

The mistake evokes the famous Kansas City blues singer Big Joe Turner (1911–1985) in a play that not only relies heavily upon music but also includes, in Jeremy Furlow, a blues guitarist in its cast.

Other critics discuss Wilson’s portrayal of women in his plays, including Joe Turner’s Come and Gone. Although Wilson himself has said many times that he does not focus on women in his works, Shannon, in her 1994 essay, "The Ground on Which I Stand: August Wilson’s Perspective on African American Women," disagrees. Says Shannon, "Despite Wilson’s grounding in a decidedly male frame of reference, his portrayals of African American women cover as wide a range as do those of his men."

Many critics notice the combination of African and Christian ideas in the play. In her 1995 book, August Wilson and the African-American Odyssey, Kim Pereira notes of Bertha that her "strength derives from a blend of two religious traditions perfectly synthesized in her abundant spirit." However, Pereira also notes that, by the end of the play, Wilson has demonstrated through the character of Herald "that the path to the true destinies of black people begins in their African roots: only when they embrace their African identities completely will they really be free."