"NME" music critic Mark Beaumont believed that Jackson "starts banging creepily on about" the lyrics which pertain to saving the children. Frank Kogan of the "Village Voice" noted that while "Cry" and another song from "Invincible" ("Speechless") are "very pretty", they give the impression that Jackson's "standing sideways, so as to let the beauty slide off him." "Los Angeles Times" staff writer Robert Hilburn wrote that the track "fills the social commentary role" of Jackson's "Man in the Mirror" (1988), while "Hartford Courant" rock music critic Roger Catlin believed that the single is a redux to Jackson's "Heal the World" (1991). "Newsday" staff writer Glenn Gamboa said that the song was "equally average" to other tracks on "Invincible". James Hunter of "Rolling Stone" magazine wrote that R. Kelly "more or less succeeds with the kind of life affirming number" on the single.