DIY magazine called "On the Luna" a "slice of vintage" Foals with a mixture of loud/quiet verses. Patrick Clarke of
New Musical Express described the song as a "jerky" track. In an interview with
New Musical Express,
Yannis Philippakis described the direction of the track as not being "yin and yang or anything corny like that. You can also tell that it’s a band working in the same space over the same period. If you were to put it crudely, the first record is probably more keyboard-driven and has slightly more of a new-wave feel to it. Then album two has more of the heavier rock frenetic energy." Lake Shatz of the
Consequence of Sound called the song a mixture of "bright, ’80s-style synths matched up with lively guitar riffs". ==Music video==