Bob Dylan has consistently maintained that "Shot of Love" (1981), his album from his born-again Christian period, is his personal favourite recording, calling it "the most explosive album I've ever done." Despite this steadfast praise over decades—reiterating his preference in interviews in 1983 and 1985—the album sold barely one million copies and remains widely dismissed by both critics and fans, who largely rejected its overt religious themes.

Dylan attributed the album's poor reception to both critical prejudice and cultural timing. His career had been defined by staying ahead of popular sentiment, but with "Shot of Love," he found himself out-of-step with his generation's move away from religious themes. Critics focused exclusively on the religious content rather than allowing listeners to form their own opinions, whilst the commercial and critical climate of the early 1980s rejected the album's spiritual focus, suggesting that timing—which had always worked in Dylan's favour—ultimately worked against him on this project.