Van Zandt's subject matter had not changed much in the seven years between recordings, as was apparent only a few lines into the leadoff track, "A Song For," when Van Zandt spoke-sang, "I'm weak and I'm weary of sorrow." In fact, he wasn't weary of enumerating the causes of sorrow, as was proven especially in "Marie," sung in the voice of a derelict whose life gets worse and worse until his pregnant girlfriend dies. Songs like that were typical of Van Zandt, but this time he also displayed an unusual range, from the scary, calypso-like song of temptation "The Hole" to the weird tall tale of "Billy, Boney and Ma" in which a man and a skeleton turn to a life of crime, demonstrating Van Zandt's humorous side. Van Zandt even found room for two lullabies. Musically, the album, which was recorded in Ireland and produced by Philip Donnelly, who also played guitar, benefited from an unusually varied group of styles, from the Chicago blues of "Goin' Down to Memphis" to the Memphis rockabilly of "Gone Too Long," with a strong complement of Irish-flavored tunes played on such traditional instruments as uilleann pipes and tin whistle. The diverse musical styles made the album Van Zandt's most listenable, even when the lyrics were at their most desperate. By 1994, after a stream of live re-recordings of his older material, Van Zandt had begun to seem like a songwriter whose best songs, good as they were, were behind him. No Deeper Blue demonstrated that the muse was still with him.
AllMusic Review by William Ruhlmann