The film has a rating of 100% on review aggregator site Rotten Tomatoes, based on 14 critical reviews with an average rating of 8.7 out of 10.
Roger Ebert wrote "Woman in the Dunes is a modern version of the myth of Sisyphus, the man condemned by the gods to spend eternity rolling a boulder to the top of a hill, only to see it roll back down." Strictly Film School describes it as "a spare and haunting allegory for human existence". According to Max Tessier, the main theme of the film is the desire to escape from society.
The film's composer, Tōru Takemitsu, was praised. Nathaniel Thompson wrote, "[Takemitsu's] often jarring, experimental music here is almost a character unto itself, insinuating itself into the fabric of the celluloid as imperceptibly as the sand."