In the United Kingdom, "Don't Tell Me" debuted at number 65 on the UK Singles Chart on December 9, 2000. After a total of 10 weeks on the chart, it peaked at number 4 on February 10, 2001, becoming Madonna's 12th consecutive top-ten single. According to the Official Charts Company, the song has sold 185,000 copies there. In 2017, it was certified silver by the British Phonographic Industry (BPI) for equivalent sales of 200,000 copies. "Don't Tell Me" was also successful across Europe: in Italy, it peaked at number one on the FIMI Singles Chart, while reaching the top-ten in Finland, Norway, Poland, Scotland and Spain. Across Europe, the song peaked at number two on the European Hot 100 Singles chart . It also topped the European Top 50 Radio for nine consecutive weeks and eventually became the continent's number-one radio song of 2001.