PopMatters journalist Neil Kelly said "Shout! has Gov't Mule showing the highest respect to all forms of classic roots, as is the case with arguably all of their studio efforts."[5]David Fricke of Rolling Stone wrote "Gov't Mule, led by singer-guitarist Warren Haynes, write solid rock songs in the power-blues, heroic-vocal tradition of Free and Led Zeppelin."[6] Thom Jurek from AllMusic stated "Shout! would have been better served if the best of the guest performances were integrated into the formal album. For fans, the first disc has plenty of exciting material to offer: it sounds great, the writing is excellent, there are new musical directions, and, as expected, there is terrific playing throughout."[4]
The album debuted at number 32 on the Billboard 200 chart, with first-week sales of 14,120 copies in the United States.[7] On the BillboardTop Rock Albums chart it peaked at number 11.[8]