"Don't Tell Me" received positive reviews from music critics, who cited the song as one of the album's standouts and praised Madonna's vocals. It was also compared to the work of singer Sheryl Crow. The song attained commercial success, reaching the top of the record charts in Canada, Italy and New Zealand, as well as the top five in several regions. It also became Europe's biggest radio hit of 2001. In the United States, "Don't Tell Me" reached number four on the "Billboard" Hot 100, tying her with the Beatles as the artist with the second-most top-ten singles in the Hot 100 history.