Santiago Fouz-Hernández and Freya Jarman-Ivens, authors of "Madonna's drowned worlds: new approaches to her cultural transformations", commented that the song "taunted playfully". Sal Cinquemani from "Slant Magazine" ranked it at twenty-nine on the list of "100 Greatest Dance Songs". He commented: "It's hard to imagine the most famous woman in the world dancing alone in her bedroom at night, locking the doors so 'no one else can see' (as she sings on 'Groove'), even 20 years ago, but you can't help but believe her. The song—and Madonna's performance—are that good." Alfred Soto from "Stylus" commented that "'Into the Groove' itself is as much wish-fulfillment as 'Crazy For You'. Austin Scaggs from "Rolling Stone" commented that the song had "an amazing bassline".