Samuel R. Murrian from "Parade" wrote that "Madonna’s defiant, rebellious personality that we love is on full-blast in this extremely clever and infectious song". While ranking Madonna's singles in honor of her 60th birthday, Jude Rogers from "The Guardian" placed the track at number 32, calling it "brilliantly strange" and praising its catchiness. Jon O'Brien from "Paste" magazine complimented the track's production, and believed it to be an "immediate standout" on the album. The mix of the guitar riffs, the fractured beats and Colombier's string arrangement were all listed as an "elegiac finale" complementing the cowboy imagery portrayed by Madonna during the album cycle. Similar thoughts were registered by "The Huffington Post"s Matthew Jacobs who ranked it at number 21 of his list "The Definitive Ranking of Madonna Singles". In his review of the "Music" album, Sal Cinquemani from "Slant Magazine" felt that Madonna revealed more of her soul in the track. Cinquemani further opined that "Don't Tell Me" was perceived to be an "unlikely" follow-up to "Music", with its "atypical structure and peculiar lyrics [...] made it an unlikely hit to boot. But a hit is exactly what it was [...", awarding the track a B+.