AllMusic writer Megan Frye wrote, "On first listen, ["Nothin' to Lose"] sounds awkward—as if someone had spliced a Pantera song together with a David Allan Coe one on their home computer. It doesn't mesh well, and the bass seems too sharp and tinny.
The critic's initial impression is that the song "Nothin' to Lose" sounds awkwardly assembled, as if it were a clumsy blend of two different genres, like combining a heavy metal song with a country tune in an unpolished way.