"Cocoon" was received with positive reviews from
music critics.
AllMusic's Heather Phares called the song "seductively alien". Seth Stevenson from
Slate magazine gave a positive review to it, commenting that because of the song, Björk is "actually at her best either barely murmuring or full-out yelling, and she may be the most stylized vocalist in music today". Michael Cragg from
The Guardian commented that "
Vespertine is littered with defining moments. While the first single Hidden Place, the choir-assisted Undo and the Matmos collaboration Aurora are among the highlights, it's Cocoon that best represents the album's sense of heavy-lidded, post-coital hibernation". Ian Gittins, author of
Björk: Human Behaviour - the Stories Behind Every Song, referred to "Cocoon" as the eyes of many of the most significant moments of
Vespertine, as well as the most complete display and literal philosophy that the singer had taken for the album. British magazine
NMEs Joe Logic was also positive saying, "Soft organs and Rice Krispies (Eh? - Cereal Ed) feature heavily on a very minimalist 'Cocoon', a beautiful love song featuring Bjork whispering sexual lyrics over a track that To Rococo Rot would be proud of". Stephen Dalton from the same publication was less positive, and stated: "Then there is the uncomfortably intimate, tremble-whisper Björk voice of 'Cocoon' where she relates the joy of shutting herself away with her lover with a broken music box and some mouldy old string".
Greg Kot from
Blender magazine commented that album openers "Hidden Place" and "Cocoon" "live up to their billing as sound sanctuaries, with Björk singing a barely-above-a-whisper lullaby enhanced by the plush embrace of a choir".
The Wire opined that the track "nearly matches the macabre tone of
Dancer in the Dark, particularly the trembling moment three minutes in, when her barely audible whisper conjures a feeling beyond sadness as she pleads, 'Who would have known?'" ==Commercial performance==