Say Say Say waste[d] the rest of the album on bathos and whimsy". The "Los Angeles Times" Paul Grein also reviewed the McCartney album and opined that the singer had redeemed himself with the success of the "spunky" song "but plunged back into wimpdom with 'No More Lonely Nights'". Journalist Whitney Pastorek compared the song to McCartney's 1982 duet with Stevie Wonder, "Ebony and Ivory". She asserted that "Say Say Say" was a better song, and had a better "though slightly more nonsensical" music video, adding that the song had no "heavy-handed social content". Penn State's "The Daily Collegian" described the track as
Paul McCartney and Wings all-star collection of musicians in London in aid of UNICEF and Kampuchean refugees. Also during this tour, a live version of the "McCartney II" track "Coming Up" was recorded in Glasgow and became Wings' sixth US number one hit the following year. Paul McCartney and his family arrived in Japan on 16 January 1980 for the planned eleven-date Wings' concert tour of Japan (due to visit Budokan Hall, Tokyo from 21 to 24 January 1980; Aichi-Ken, Taiiku-Kan, Nagoya on 25–26; Festival Hall, Osaka on 28; Osaka Furitsu-Kan, Osaka on 29; Budokan Hall, Tokyo from 31 January to 2 February 1980).