Jim Farber of New York's "Daily News" wrote that in "Cry", Jackson "goes into his healing-the-world shtick, though rarely has he been this condescending about his role as universal savior." "Chicago Tribune" rock music critics Greg Kot believed that R. Kelly "reprises the formula of his big gospel-stoked anthem" ("I Believe I Can Fly") on the track. A journalist for "The Wichita Eagle" wrote that Jackson "shines on the sincere ballads" such as "Cry" and "Speechless". Pop music critic Thor Christensen of the "Dallas Morning News" described the single as being the musician's "latest batch of inspirational cotton candy." Francisco Cangiano of "University Wire" noted that the overall good songs from "Invincible" are "Heartbreaker," "Cry" and "Speechless." Pamela Davis and Gina Vininetto of "St. Petersburg Times" called the song "hubris- filled" and said that it was full of Jackson's "freaky messiah-savior complex."