For Medium's Richard LaBeau, "this fascinating merge of country and dance ranks high among the most unique songs of her career". "Billboard"s Larry Flick called "Don't Tell Me" a "thoughtful, often poetic gem" that features "one of Madonna's most soulful vocal deliveries". In August 2018, "Billboard" picked it as the singer's 20th greatest single; "a mix of poetically off-center lyrics. a CD-skip stutter effect and that jangly guitar riff, ["Don't Tell Me"] would’ve ended up a mess for many artists. But for Madonna, it landed her yet another top five Hot 100 hit". Author Alejandro L. Madrid felt the song had elements of Nortec music. Steven Humphrey, from "The Portland Mercury", hailed it as "a freaking great song. (Perhaps the last great song of career?) A stuttering combo of trip-hop and hillbilly folk, Madonna's soulful croon perfectly expresses the longing of a gal telling her beau to stop controlling how she feels". A negative review came from Cynthia Fuchs of "PopMatters" who wrote that the song "is another near miss, with admirable attitude but, well, laughable lyrics". "Entertainment Weekly"s Chuck Arnold listed "Don't Tell Me" as Madonna's 28th best single, writing that "with its acoustic guitar, country stomp, and stop-start trippiness, ['Don't Tell Me' succeeds against the odds". From "Gay Star News", Joe Morgan wrote: "Lyrics don’t make a lot of sense, but that doesn’t matter. This is unique, country-electronic pop".