"That's the Way Love Goes" was well received by contemporary music critics, praised for its sonic innovation and departure, evolving to an edgier and sensual style. Patrick Corcoran from Albumism stated that it is "a song that is greater than the sum of its parts." He added, "Its mid-tempo, James Brown and The Honey Drippers sampling groove manages to go hard and stay cool at the same time, while Janet's delicately wanton vocal and lyrics drip with sensuality." Alex Henderson of AllMusic qualified it as both "sultry" and "hypnotic". The song was considered one of several which displayed how Jackson "blossomed into a beautiful young woman," described as "a slow burn of a groove led by her sensual whisper," complete with "slinky guitars" revealing a hidden side of her persona. Andrew Hampp from "Billboard" said the song is an adult affair in comparison to Jackson's prior releases, saying "Janet leaves the flirting to the kids and instead lets her guard down for her lover ("Come closer baby closer / reach out and feel my body.")" Another editor, Larry Flick called it "a gorgeous midtempo jam fueled by warm classic funk and soul instrumental colors. Romantic, almost poetic lyrics, and an instantly memorable chorus are given depth by Jackson's caressing, whispery vocal and fluid guitar lines."