"[4] In 2006, bassist Tony Butler described "I'm Not Ashamed" as a "great anthemic track" and added, "I always felt that the lyrics were too sophisticated to be a single, but it does have some of my favourite chord progressions in the intro section.

[7] Upon its release as a single, The Dumfries and Galloway Standard described "I'm Not Ashamed" as "typically Stuart Adamson" and added, "It's big on guitars, chorus and heart, but you can't help feeling that it's also behind the times.

The opening salvo of 'You Dreamer', 'Message of Love' and 'I'm Not Ashamed' set out the band's agenda perfectly; rousing hard rock in the finest British tradition that remains evergreen and peerless.

"[10] Allan Glen, in his 2011 book Stuart Adamson: In a Big Country, considered the song "lyrically very dark and introspective" which was "completely at odds with the British music press" who were "preoccupied with the loud, brash and life-affirming sounds of Britpop".

[11] In a review of the 2018 deluxe edition of Why the Long Face, the Hartlepool Mail described both "I'm Not Ashamed" and its follow-up "You Dreamer" as being "the equal of most of [the band's] more celebrated back catalogue, but made little impact [at the time]".