Walter Andrade’s review published on Letterboxd :
The greatest thing about The Big Heat underlies in one of the first dialogues of the film. Talking with his wife, Sgt. Dave Bannion complains about the corruption in the police. He seems to be hopeless in his attempt to do something right and then get fired from the corporation. His lovely wife tells him that she'd rather him do be fired than to be another part of this mob.
He'll listen to that, but Bannion is a man against a world and fatality will follow him in every single corner. As his wife told him, he'll act honestly; but he has to accept that in his attempt to destroy the mob, he'll need to take the responsibilities. Including the loss of his wife.
The film is brilliantly directed and it certainly wouldn't work without the cinematography. The detail of burning half of the face of this woman who is half good and half corrupted worked very well, specially when Lang pushes it a little longer and burns the face of a corrupt man when his mob is about to fall. Their faces are masks that this story wants to burn through the hands of this honest man.
The Big Heat's central message seems to be about responsibilities for one's own deeds. Although tragedy is also an important element and it's the reason for the Stg.'s revenge, it's also part of Dave's responsibility for trying to go further than he probably should and it's his responsibility that the city is cleaner in the end.