"Bad Girl" is a pop and R&B ballad with lyrics that describe a woman trying to escape her reality through self-destructive behaviors, such as drinking and chain smoking.

Upon release, "Bad Girl" received positive reviews from music critics, with some noting a departure from Madonna's highly sexual image of the time.

"Bad Girl" fared better in the United Kingdom, where it peaked within the top-ten, and in Ecuador, Iceland and Italy, where it reached the charts' top-three spots.

The accompanying music video for "Bad Girl" marked Madonna's final collaboration with director David Fincher; the singer plays Louise Oriole, a successful but promiscuous Manhattan businesswoman who engages in one-night stands with multiple men, until one of them murders her.

[8] The producer recalled how, as the recording sessions progressed, the melodies became more melancholic; he noted that Madonna's stories made the songs "a lot more serious and intense", leading them into a "deeply personal territory".

[11] Musicallly, "Bad Girl" is a melancholic,[12] "somber, guilt-ridden"[13] ballad that talks about a woman experiencing extreme sadness due to a failed relationship.

[14] According to Carol Benson and Allan Metz, authors of The Madonna Companion: Two Decades of Commentary, the song highlights the main theme explored throughout Erotica of "the pain and torment of the heart and the perils of romance".

[14] Speaking to the BBC, Madonna herself explained that the lyrics talk about a woman in a toxic relationship, trying to "distract herself from reality" through behaviors such as drinking and chain smoking; "she really cares for this person and she’s having a hard time saying goodbye [...] She’s unhappy with her situation".

[16] The "profound inner turmoil" felt by the narrator is depicted by the time the song gets to the refrain, Bad girl, drunk by six/Kissing someone else's lips/Smoked too many cigarettes today/I’m not happy when I act this way.

[12] "While most of the songs on Erotica explore the explicit and often rewarding aspects of sex, 'Bad Girl' takes a different route, tackling the emotional consequences that can come with the act [...] It’s a sharp lesson that pain can be synonymous with passion."

[24] Arion Berger, from Rolling Stone, called it "riveting", and pointed out that the song sees the singer recognize the "discomfort [the audience] feel[s] when sensing the human character of a woman whose function is purely sexual.

"[25] J. D. Considine, for The Baltimore Sun, named it "as sobering as it is sad", and opined, "Simply hearing the quaver in her voice as she insists 'You'll always be my baby' is enough to break any listener's heart.

[26] Slant Magazine's Sal Cinquemani deemed it a hymn to promiscuity, and Anthony Violanti, from The Buffalo News, Madonna's "personal confessional on love".

[28] Graham Gremore, writing for Queerty, was also dismissive of the track, referring to it as "sappy" and opining that "Thief of Hearts", another song from Erotica, would've made a better single.

[30] For Albumism's Justin Chadwick, it is the single that "leaves the most enduring impression" and reinforces Madonna's abilities to craft "ballads that carry emotional weight without coming across as overwrought".

[35] "Bad Girl" was classified as the singer's 42nd and 49th greatest song by Rolling Stone and Entertainment Weekly's Chuck Arnold, respectively;[13] the latter opined it "feels like a great deep cut rather than a single".

[37][16] From the Official Charts Company, Justin Myers considered "Bad Girl" to be one of Madonna's "hidden gems" that show off her "storytelling abilities in its (rather depressing) lyrics".

[43] Fred Bronson attributed the single's poor chart performance to the controversy surrounding Madonna with Erotica, the Sex book, and the film Body of Evidence (1993).

[43] Similarly, Promis felt that the public was tired of the artist's "bratty bad girl posturing", which was in "full swing" at the time of the single's release.

[59] Personnel working on the clip included Bob Jenkins in editing, Juan Ruiz Anchía in cinematography, and Jeffrey Beecroft as production designer.

[65] It is then implied that the man murdered Louise with her stockings; after her death, she reappears as a spirit along with her guardian angel, overseeing the police taking her body away to the morgue.

He also noted that the "sad [and] disturbing" clip "lingers in the memory long after you’ve seen it—like all of [Fincher's] best work"; he considered it Madonna's 16th greatest music video.

[15] White concluded by referring to "Bad Girl" as an "unexpected final chapter in the Madonna/Fincher saga [...] something of a twisted funeral for their love story – emotive and affectionate, yet filled with bloody murder".

[75] In a similar note, Vice's Raza Syed wrote that the music video "has many of the hallmarks of David Fincher's style of cinematography that would dominate much of his subsequent filmography: air-tight camerawork, brushed-metal visual palette, corporate intrigue, a palpable sense of emotional isolation... and murder".

[66] In Experiencing Music Video: Aesthetics and Cultural Context (2004), Carol Vernallis pointed out that, through "iconic imagery", the viewer can predict the fate of Madonna's character: her black dress in a dry cleaner's plastic bag alludes the body bag she will be wrapped in; the cat hissing at her suggest she's already a "ghost or figure who bears a curse"; finally, a door Madonna walks through resembles the "entrance to Hades".

"[80] This echoed Sinéad O'Connor, who ripped apart a photograph of Pope John Paul II and yelled the same thing when she was the show's musical guest in October 1992.

[82] The number was named one of the best moments of the concert by Billboard's Joe Lynch, who added that, "watching [daughter Mercy James] sit down at a grand piano and effortlessly tickle the ivories during 'Bad Girl' [...] was pretty damn impressive.