Karen D'Souza of The Mercury News: "This world premiere Edna outing lacks the high belly-laugh factor that marked her Tony-winning Royal Tour. The interactive sketches, from a cooking show to a screen test, miss the funny bone more often then they hit; she of the wisteria wig can't quite pull off this blend of high camp and low humor for almost three hours a little goes a long way when it comes to prostate gags. So Back With a Vengeance! needs some serious fine-tuning before it hits Broadway in November. Still, it's hard to resist the Dame's overdeveloped sense of the outrageous… There's nothing quite like the Dame. A goddess of gaudy in a drab world, she speaks her mind even when there's nothing on it and droves of gladiolus-waving devotees around the globe will always worship her for it."
Pat Craig of The Contra Costa Times: "Dame Edna is back, perhaps not with the vengeance her new show's title proclaims, but back, nonetheless, with a wildly funny one-woman party, where nobody in the first six rows is safe from her pointed, and sometimes painfully accurate barbs… But that's Edna, the self-styled mega-star who, according to her biography was born with a talent for laughing at the misfortunes of others. And, when she is doing that, there is nobody--man, woman or man-dressed-as-woman--who is funnier. Where the grand dame falters is when she moves into the scripted and costumed audience participation portions of her show. Not that they aren't funny. It's just that they aren't nearly as hilarious as the semi-scripted parts where Dame Edna launches on a comic tear with what appears to be only a vague notion of where she is going and how she will get there."