"Penny Dreadful is a handsomely produced hybrid, mixing supernatural horror, detective fiction, and the production values of an Oscar-baiting historical drama," wrote Vulture.com.
"Every frame is intelligently composed, lit, and decorated, every camera move is purposeful and sometimes startling."
It was a view shared by the New York Times: "Staking out a distinctive place within the genre isn't easy. Penny Dreadful tries to do so with a combination of literary allusion, fine acting, patience and fearlessness, which, at least for the first two episodes, clicks deliciously."
And The AV Club had this to say: "Penny Dreadful is a surprising show, one that offers both some putrid rotting at the core of London's soul and a way of going about excavating humanity's inherent darkness in a different and unexpected way. That is easily worth a penny, and maybe more."
Twitter users are also giving plenty of love to the show.
Penny Dreadful is so so so brilliant, yep definitely becoming obsessed @SHO_Penny
Although it slightly scares the pants of me, and there is no eye candy.... I am rather enjoying Penny Dreadful!
Only halfway through the first episode of @SHO_Penny (Penny Dreadful) and I know I'm going to be addicted
Absolutely loving #PennyDreadful. Great performances and beautifully shot.
Penny Dreadful starts on Sky TV's Soho on June 19.
* Watch the trailer for Penny Dreadful here (warning: explicit content).