"Go Deep" received generally positive reviews from music critics, who found the song "irresistible" and "brilliant", and appreciated its party vibe.

An accompanying music video directed by Jonathan Dayton and Valerie Faris depicts a teen boy having a daydream with Jackson giving a party in his house while his parents are out of town.

In 1997, Jackson released her sixth studio album The Velvet Rope; it chronicled her emotional breakdown, stemming from self-hatred, childhood humiliation, physical abuse, and distorted body image.

[9] Author Ayanna Dozier writes that by collaborating with Elliott and Timbaland, Jackson was "making conscious decisions to place herself in dialogue with the changing hip-hop landscape".

[10] Rick de Yampert of The Tennessean observed traces of New jill swing in its composition,[19] while Austin American-Statesman's Michael Corcoran opined that the track was influenced by Madonna's work.

Larry Flick from Billboard called the song "infectious" and "irresistible", while praising the singer's choice for the artists featured on the remixes, saying that she deserved "props for having good taste in friends", although he noted that it was "a risky move that could alienate longtime mainstream listeners".

[9] Sarah Davis of Dotmusic wrote that the track was a "finely-tuned piece designed for late-night dancefloor business – and classic radio", classifying it as "brilliant".

[6] Daryl Easlea from the BBC Music found the song "sleek, slippery",[28] while Patrick Higgs of Evansville Courier and Press thought it was "particularly appealing".

[27] Chuck Arnold of Entertainment Weekly agreed, commenting that "bringing some levity to the heavier themes of the album, 'Go Deep' is the only real party song on The Velvet Rope", and it also "captures the fun spirit of camaraderie Jackson has always shared with her dancers".

Considine, writing for the same magazine, stated, "However much 'Go Deep' may read like a hymn to hedonism, what it sounds like is a song of pride in which Jackson and crew celebrate not sex but the confidence that allows them to act sexual when they feel the urge".

[34] Offering a more negative review, Tallahassee Democrat's Chuck Beard thought that the first eight seconds of the song sound promising, until the "obnoxious chorus kicks in".

[35] Carl Wolf of The Star Press criticized the song's lyrics, writing, "This isn't the sexual liberation of a woman or a man, but the enslavement of our relationships to shallow pleasures and temporary situations.

[10] Candace McDuffie from Glamour commented that the video contained a "vibrant and playful energy" that exemplified The Velvet Rope era.

[55] Patrick Demarco of Philadelphia ranked it as the singer's ninth best, and said it "didn't have the huge budget of her previous work, but indeed much more effective because of it", and observed it was "one of her most underrated videos, but iconic for quite a few fabulous reasons.

[61] Natasha Kassulke from Wisconsin State Journal complimented the performance, saying it "came off as an electric dance groove echoing some trip hop talents".

[62] The performance of the song at the October 11, 1998, show in New York City, at the Madison Square Garden, was broadcast during a special titled The Velvet Rope: Live in Madison Square Garden by HBO,[63] and it was included on the concert's VHS home video release, The Velvet Rope Tour: Live in Concert (1999).