[10] "Beg for You" is a UK garage[11][12] song which "evokes the bubblegum sweetness of early 2000s pop"[13] and features a beat "evocative of '90s house music",[5] "wistful" piano riffs and a drop.

[14][15] Lyrically, it is a "clubby and poignant message to a leaving lover"[9] in which the singers "exchange verses about missing their respective loves when they depart, reminiscing about intimate moments when they're gone".

[17] It was also placed on Paper's list of "10 New Songs You Need to Hear Now" by writer Shaad D'Souza, who lauded it as the "apotheosis of the [2000s rave revival] trend",[18] as well as MTV's weekly "Bop Shop" selection, where XCX and Sawayama were praised for "turn[ing] a blast from the past into a fresh new dance-floor banger".

[19] Jason Lipshutz of Billboard also had a positive view of the song and opined that "you'd be hard-pressed to find two artists in their shared genre with more personality on the microphone, and they each leave a lasting impression while hoisting up a pristine melody".

[20] "Beg for You" was celebrated by Steffanee Wang of Nylon as "outstanding", a "sparkling gem", "an absolute smash" and "infinitely more swoon-worthy and addictive" compared to September's "Cry for You".

Justin Curto of Vulture thought it to be "extremely well-executed",[9] Steffanee Wang deemed the interpolation "ingenious: keep all the best parts of the nostalgia, and update enough of it to bring it into the new age".