"Never Gonna Dance Again" garnered a mixed reception from music critics. McAlpine wrote that the song "immediately feels like the girls have struck gold again". Levine suggested that "Never Gonna Dance Again", along with the album's singles "Denial" and "Change", demonstrates the group has "managed to grow up without losing their way with a melody". He elaborated that the song "seems to showcase a more reflective Sugababes". Petridis called it a "classy" example of the group's "trademark clever, referential pop", while "The Independent"'s Andy Gill praised Xenomania's production of the song, saying that it "makes the most of its winningly logical melody".