Casey Niccoli directed the accompanying music video, which humorously depicted people shoplifting at a Venice California grocery store.

Considine from The Baltimore Sun found that the "loping groove and whirlpool guitars" of songs like "Been Caught Stealing", "are enough to suggest that Jane's Addiction may yet rewrite the book on hard rock.

"[6] Larry Flick from Billboard wrote, "After a long and impressive reign at modern rock radio, cut from acclaimed band's current set is well-poised to click at top 40.

"[8] Simon Reynolds from Melody Maker said it, "by some uncanny and presumably innocent coincidence, hits upon a near-identical groove to Happy Mondays' "Wrote for Luck": its funk undercarriage is almost baggy.

"[9] Another Melody Maker editor, Chris Roberts, named it "another cut from the riotous Ritual LP, still weird and wild and winging its way through Farrell's fantastical prayers.

Farrell's commanding vocals, Navarro's choppy rhythms and the song's engaging brassiness creates a strong interplay for this truly distorted vision.

"[12] The song's accompanying music video humorously depicted people (including the band members) shoplifting at a Venice California grocery store.

"[18] In September 2023, for the 35th anniversary of Modern Rock Tracks (by which time it had been renamed to Alternative Airplay),[19] Billboard ranked "Been Caught Stealing" at number 62 on its list of the 100 most successful songs in the chart's history.