It was written by Albert Hammond and Graham Lyle and produced along with Roger Davies for Turner's seventh solo studio album, Foreign Affair (1989).

In a 2019 retrospective review, Matthew Hocter from Albumism stated that Turner "delivers some solid club tracks" on Foreign Affair, like "I Don't Wanna Lose You".

[3] Upon the release, Rufer & Fell from the Gavin Report commented, "Nothing but the best from Ms. Turner", describing it as "a declaration of possession sung by someone who's experienced her share of "have-nots" in the past.

"[4] In a 2015 review, Pop Rescue declared it as a "great little track", noting Gary Barnacle's "well placed" blast of saxophone.

[5] William Shaw from Smash Hits said, "Actually this is quite good", "a simple, plain, slow yet still sort of perky love song that ambles along in an unsurprising way but which is actually rather charming all the same.