In Europe, the single was a top-10 hit in the Czech Republic, Finland, Hungary, and Scotland.

Larry Flick from Billboard wrote that the song "leans closer to the pop side—like the No.

1 "Believe"—but is still the kind of pure dance extravaganza that brings nothing but exalted exuberance to the radio airwaves."

"[1] Can't Stop the Pop described it as "one of her most beautifully melancholic moments", adding that "it embraces the disco-heartbreak mood and carves its own identity.

"[2] Bob Waliszewski of Plugged In (publication) stated that on "All or Nothing", "the artist tries to determine whether she should continue the seemingly futile pursuit of a love ("I'm chasing shadows/We keep falling further apart/Do you care now?").