The unusual instrumentation provides a surprisingly varied palette that Roussel uses to colorful effect. Unlike his later chamber works in which Roussel succeeds in making a few instruments sound like a large group, in the Sandman he is content to keep the scope of his music well within the confines of a small ensemble. He does this by using transparent textures that usually involve a solo instrument playing over a sparse accompaniment. For comparison purposes, the Serenade uses even fewer instruments yet sound much fuller and larger — an effect that is more typical of Roussel.

The Sandman shows the influence of Debussy, vintage the Afternoon of a Faun. It also shows the influence of d'Indy, Roussel's teacher, who taught the use of a theme in all the movements of a piece as a unifying device. This cyclical structure forms the backbone of The Sandman.

In its use of instrumental color, The Sandman foreshadows the hugely successful Le festin de l'araignée of four years later. This is pleasant music throughout, with the third movement the most successful. As much as I'd like to say something better about it, pleasant is the best I can do. There are few changes of mood, notable contrasts of texture, or strong Rousselian rhythms. After a while the beautiful sounds merge into a pleasant, rather forgettable blend — the closest Roussel ever came, it seems to me, to that prophetic but peculiar Satie ideal of "furniture music" (reborn in our days as "elevator music").

The Sandman is exceedingly simple, tuneful, written with taste, but somewhat attenuated and in a similar mood throughout its four movements. Quite different from Roussel's large-scale mature pieces, it is similar to hearing an early Haydn piano trio as compared to a late Beethoven string quartet, without denying that there are significances in both. [Arthur Cohn]

Enjoyable music, mainly important as an early period work. [Arthur Cohn]

All in moderate or slow time, they [the four movements] are scored with delicacy and are subtle and ethereal in their suggestion. In melodic and harmonic idiom they derive from the Divertissement; but the texture is more contrapuntal. Their unassertiveness and similarity of mood were undoubtedly in complete harmony with the insubstantial tale; however, these very qualities make the suite unsuitable for concert performance, and the music remains little known. [Basil Deane]

Roussel's music (for The Sandman) already foreshadowed the remarkable qualities which were to win for him an exalted position in the evolution of French tonal art, both as a master of the descriptive and as a shining exponent, in later years, of what he liked to call de la musique pure. [James Lyons]