Though Baldwin published "Sonny's Blues" as part of his only story collection, Going to Meet the Man, in 1965, the story had appeared in a periodical several years before. While stories in periodicals are generally not reviewed, the magazine in which "Sonny's Blues" appeared does give some indication of Baldwin's place in the literary world at that time. "Sonny's Blues" led off the summer, 1957, issue of Partisan Review, which at the time was of America's leading journals of culture and politics. Baldwin's story was longer than most stories and was given the prestigious first position in the magazine, demonstrating the respect that the magazine's editors felt Baldwin deserved.

Baldwin had long been a figure in New York's intellectual community. He had moved to Greenwich Village from Harlem in 1944, where he met Richard Wright, then America's most important black writer. Baldwin wrote for the Nation and the New Leader while in the Village, before moving to Paris in 1948. During the 1940s and early 1950s, he received fellowships and grants from important cultural organizations and wrote for major American magazines while producing important works of drama, fiction, and nonfiction.

Baldwin's work was almost immediately lauded by the critics. His 1953 novel Go Tell It on the Mountain announced the presence of a major American writer. Another book of the same time, Notes of a Native Son, was a collection of essays primarily concentrating on questions of race in America. Baldwin claimed Wright's mantle as the most important black writer in America. His next novel, however, went in a direction that critics were not expecting and reviews were negative. Giovanni's Room tells the story of a love affair between a white American student in Paris and an Italian bartender. Its frank depiction of homosexuality signaled Baldwin's acceptance of his own sexual orientation but alienated many readers and critics. Baldwin continued to write about life as a gay man throughout his career. By the late 1950s it had almost become a "critical commonplace," according to John M. Reilly in James Baldwin: A Critical Evaluation, that Baldwin's nonfiction was of superior quality to his fiction and the plays that he wrote.

In 1965, Baldwin published Going to Meet the Man, and critics began to write about "Sonny's Blues." The story, like Baldwin's career itself, was viewed from opposing perspectives: critics either reviewed it as a story specifically about the black experience in America or about suffering's role in the human condition. Whichever side of this debate a critic came down on, though, almost all critics agreed that "Sonny's Blues" was a major accomplishment in the short story form. "Nearly every word, every gesture in it, adds up toward the meeting of form, theme and meaning," Stanley Macebuh held in James Baldwin: A Critical Study. Macebuh went on to state that "the meaning of the story is to be found in its structure ... of a blues song," in which there are no "profundities of thought" or "events that are in themselves of cataclysmic import," but simply a "ritualistic repetition of feeling, emotion and mood."

Louis H. Pratt took the opposite viewpoint, believing that "Sonny's Blues" is specifically a black story. He asserted in James Baldwin that the stories in Going to Meet the Man all deal with the "insurmountable fears—conscious and unconscious—which grow out of the experience of being black in a white-oriented society." To overcome these fears, Pratt believed, Baldwin's characters must "open a line of communication with the past." "This channel can be opened only though personal suffering," Pratt concluded. Where Sonny already has this channel open and is using the blues to overcome his fears and his suffering, Sonny's brother must experience the death of his daughter first in order to open himself up to the blues.

Reilly, in James Baldwin: A Critical Evaluation, believed that the story "not only states dramatically the motive for Baldwin's famous polemics in the cause of Black freedom, but it also provides an esthetic linking his work, in all genres, with the cultures of the Black ghetto." For Reilly, as for Pratt, Baldwin's story is essentially an African-American one.

More recent critics have taken different approaches to the story. Patricia R. Robertson, in The University of Mississippi Studies in English, examined the religious grounding of the story, while Suzy Bernstein Goldman, in Negro American Literature Forum, discussed jazz and blues parallels. In the last few years, the most popular approach to Baldwin's work has been an examination of his themes of homosexuality, but few of those articles deal with "Sonny's Blues." In general, the critics agree that "Sonny's Blues'' is a masterpiece of the short story form, one in which Baldwin demonstrates his ability to illustrate the relationship between seemingly "black" literature and American literature.