The Mirror called the episode a cracking exploration of cause, effect and hubris. "Capaldi’s opening monologue is another to add to his catalogue of great speeches, both reflecting The Doctor’s woe at his current state and foreshadow the series of events that are set in motion by the scientists."
Digital Spy felt the episode was a step up from last week's. "What a relief this week to see Doctor Who returning to its strengths, kicking things off with a lovely, big, ridiculous visual gimmick. That's always a good starting point for a Who episode, with 'The Pyramid at the End of the World' throwing up – you guessed it – a 5000-year-old pyramid that suddenly appears out of thin air."
Radio Times called the episode a peculiar blend of the deadly serious and hilariously hokum. "The most effective strand follows two English scientists at Agrofuel Research Operations in Yorkshire and their slow-burn bio-disaster. It reminds me of Terry Nation’s 1970s serial Survivors: one slip from a scientist and deadly bacteria will escape and wipe out all life on the planet."
The Telegraph praised the writing "As we’ve come to expect, this script was full of snappy exchanges and well-turned one-liners. We enjoyed the Doctor’s mild flirtation with lab queen Erica, referring to her as his “glamorous assistant”. See also Capaldi talking to himself as he tried to hatch a plan: “Think, think. Stupid Doctor. Aha! Handsome, adorable, hugely intelligent but still approachable Doctor.”
Den of Geek felt the episode was a good example of the TARDIS team working together. "What this series has been excellent at so far is having a mixture of the Doctor, Nardole and Bill – sometimes all three – puzzling things out, and using their intelligence to resolve situations. The stories have been careful to show some of the working too, and I find stuff like that really satisfying."
Screen Rant felt the episode was following previous patterns, noting the similarities with Series 9. "Harness is an obvious choice to help with impending threat of extraterrestrials bent on world domination, as he scripted season 9’s two-part ‘The Zygon Invasion‘ and ‘The Zygon Inversion‘, the first part of which pretty much speaks for the tone of ‘Pyramid’."
IGN also noted the similarities to previous episodes and found the quality mixed. "Overall It’s another enjoyable outing for Peter Capaldi and Steven Moffat’s final season, and one that looks to have set up a pretty cool premise for next week’s finale."
Finally AV Club felt a mediocre episode was rescued by a fantastic climax. "What an ending. That’s probably what I’m going to remember from “The Pyramid At The End Of The World,” especially when thinking of it as the middle entry between the brilliant “Extremis” and the seriously intriguing-looking “The Lie Of The Land.” The rest of the episode is mostly just unobjectionably decent, which isn’t the worst thing to sit through for five minutes of utter brilliance."
Link to Doctor Who News Review