AllMusic editor Stephen Thomas Erlewine rated called the album "a wonderfully fresh recasting of contemporary soul and R&B mores." He found that that the material was "conventional, but it still sounds vibrant, thanks not just to Cantrell's impassioned vocals, but how the songs and productions are wrapped in contemporary mores but delivered as if they were classic. This is a record that maintains its momentum from beginning to end."[1]Entertainment Weekly's Cheo Tyehimba wrote: "Bluesy but modern, Cantrell belts it out with the immediacy and energy of a hard-bop trumpet player. Although at times her flashy vocal stylings obscure the songs' emotional depth, this woman has a story to tell."[2]
People found that "most of the best songs on So Blu are torchy, gut-wrenching ballads [...] On these tracks the Providence-born chanteuse, whose mother was a jazz singer, really shines." The magazine found that Cantrell lacked "the vision of Jill Scott, Mary J. Blige or Erykah Badu, [but] the 25-year-old newcomer is clearly still searching for her musical identity on routine R&B numbers ]...] But at least the jazzy, introspective title tune seems to be so Cantrell."[4]Robert Christgau described the album as "higher-res than Res, more songful than Mary" and cited "Swingin'" and "The One" as highlights.[3]
So Blu debuted and peaked at number eight on the US Billboard 200 in the week ending August 18, 2001,[5] with first week sales of 89,000 units.[6] On August 31, 2001, the Recording Industry Association of America (RIAA) certified the album gold for shipments in excess of 500,000 copies.[7] By January 2003, So Blu had sold 603,000 copies.[8] The album was also certified gold by the Canadian Recording Industry Association (CRIA) in 2001,[9] having sold more than 50,000 copies in Canada.[10]