"This Groove" received positive reviews from music critics. Jon O'Brien from Billboard called it one of Beckham's "finest solo moments" which "briefly suggested that partnering with producer Damon Dash may not have been such an incongruous choice after all"; he also noted that it was "also one of the few times that Beckham looked and sounded entirely at ease going it alone".
Music critics approved of "This Groove." Jon O'Brien from Billboard considered it one of Beckham's "most notable solo moments," implying that working with producer Damon Dash was not a mismatch, and he also pointed out it as "one of the few occasions where Beckham appeared completely comfortable on his own."