Gaga's first live performance of the song was at her 2012–2013 Born This Way Ball concert tour, where she was seen "floating" above stage in a white outfit with two similarly dressed dancers.

In 2022, following the release of the Netflix comedy horror series Wednesday, the titular character's dance and its fan recreations to a sped-up version of the song went viral on video sharing service TikTok.

This resulted in a large increase in plays of the song on Spotify, and "Bloody Mary" was sent to French and Italian radio as the album's sixth single in December 2022, eleven years after the release of Born This Way.

One of the record's main lyrical topic is religion; several of the songs, such as "Judas"—the album's second single—and "Bloody Mary", make references to Christianity.

[4] Gaga, however, took inspiration from Mary Magdalene, to whom she refers on social media as "the ultimate rockstar's girlfriend"; she also said the song is "about living halfway between reality and fantasy".

She also talked about how "women were always the target", being stoned for "adultery or for doing inappropriate things" in biblical times, which made her think about her faith to make herself brave while creating Born This Way.

[5][9] According to Sean Adams of Drowned in Sound, part of Gaga's "charm" is the way she contrives a "grand historical context for herself", and listed "Bloody Mary" in a line of songs from Born This Way which "finds her setting up her stall alongside monarchs and martyrs"; "Government Hooker", "Black Jesus + Amen Fashion" and "Judas" being other examples.

[10] Ann Powers from NPR said an overarching theme of the album is revisiting "demons every feminist artist has faced", such as Christianity, with "Bloody Mary".

[12] In an article by American Songwriter, Alex Hopper said Gaga as Magdelene "chooses to focus on the love he spread in the world as opposed to the tragedy before her.

[23] NME described "Bloody Mary" as a "dark, pulsing and atmospheric, almost funereal electroballad"[2] while Vulture branded it an "electropop opera".

[16] Robert Copsey of Digital Spy found it a "decadent number with the same ecclesiastical tone as 'Judas'—though unlike its cousin, it doesn't try to be anything other than graceful and effortless pop".

[19] Writing for The Telegraph, Neil McCormick called "Bloody Mary" a "sweet love song", noting "an elegant almost ethereal melody flows gently even as choirs of monks intone 'Ga Ga'".

[12] Prefixmag's Craig Jenkins said "the somewhat sedate" song, along with album tracks "Scheiße" and "Government Hooker" "cuts the karaoke crap and kicks ass on the dance floor" and "eschew[s] Born This Way's time traveling ethos in favor of a more modern approach".

"[32] The Boston Globe's James Reed said the track "trims some of the production fat, and even with its pseudo-religious premise ... it's refreshing to hear Gaga retreat into the song's sensuality".

[33] In a retrospective review in 2021, Bianca Gracie of Uproxx described "Bloody Mary" as "one of the most sonically wicked tunes" in Gaga's catalogue.

[18] Rolling Stone's Jody Rosen was less positive, highlighting the song's "sluggish tempo, goofy 'goth' atmospherics and a lyric that sounds like bad high school poetry: 'We are not just art for Michaelangelo [sic] to carve/He can't rewrite the agro of my furied heart'.

[10] According to Evan Sawdey of PopMatters; "despite its fancy string-pluck opening, 'Bloody Mary' is a remarkably average club track (save its liquid bass line), playing its religious angle very heavily but without much payoff".

[45][46] On TikTok, Gaga later posted a black-and-white video in which she recreates the viral dance wearing goth makeup and an outfit similar to the one worn by Wednesday in the show.

[51][52][53][54] As of April 2023[update], the song has received 166 million official on-demand streams and sold 92,000 digital copies in the United States, according to Luminate.

[61] In Greece, the song peaked at number ten on the IFPI's International Digital Singles chart and was certified Gold for reaching 1,000,000 streams in the country alone.

's Sarah Murphy called it an "eerie" rendition in which "the gothy British shoegazers slow the track down and add their signature air of creepiness to it".

[72] Chris Eggersten of Uproxx said it is "a pretty bold reinvention of the song (almost all of Gaga's lyrics have been discarded)", describing it as a "moody, almost meditative spin to the original track".

[78] According to Chase Wade of The Dallas Morning News; "'Bloody Mary' unnerved as she delivered operatic vocals in an all-white gown while gliding like some kind of automaton bride".

During the show, she performed the song wearing a bold red Norma Kamali "sleeping bag" puffer coat with a 10-foot (3.0 m)-long train and an eye mask.

[81] Lauren Alexis Fisher of Harper's Bazaar said the singer brought back "the avant garde looks she's always embraced" with the outfit, following a more-stripped-down era in her career.

[82] Mikael Wood from the Los Angeles Times said Gaga's "Bloody Mary" performance "had the look of a spirited satanic orgy", and noted it provided "the elaborate set pieces her fans expect".