Bruce Eder from AllMusic commented, "She seems to reach that much higher and also that much deeper inside of herself on 'In Private' and 'Daydreaming' to much subtler effect; those cuts are very much of a piece with her best work on the Dusty in Memphis, A Brand New Me, and Cameo albums".

[1] Paul Lester from Melody Maker opined that it "sounds like a last-minute rummage through the scrag-ends left deservedly on the studio floor and hastily slung together just in time for tea.

"[3] David Giles of Music Week described it as another Pet Shop Boys composition "with the duo characteristically mournful keyboards giving the song a somewhat tragic feel.

The fact that both of them are openly gay men makes all the more pointed the song's subject of a hidden relationship that one of the participants is ashamed to admit to, especially on the following lines: Tennant: "What you gonna say when you run back to your wife?"

[17] In 1996, a Dutch cover version of the song (Ik wil alles met je doen, ‘I want to do everything with you’) was a big comeback hit for Flemish singer, Liliane Saint-Pierre.