Matthew Perpetua of Pitchfork Media wrote that the song "casts aside the baggage of the Peaches persona and is better for it, and the variation in vocal technique broadens the range of the record considerably.

[3] By contrast, Erin Lyndal Martin of PopMatters wrote a slightly more critical review, saying that "'Lose You' is a retro treat that wouldn’t sound out of place amidst "Heart of Glass"-era Blondie, but its repetitiveness makes the three and a half minutes seem a bit longer than it is.

"[4] In addition, Heather Phares of Allmusic wrote that "'Lose You,' an icy, fragile ballad, is pretty but doesn't quite work as a way to show Peaches' vulnerable side.

Peaches dims the lights and proceeds to sing and dance for them under a disco ball as two male dancers come out and join her.

[10] Nick Neyland of Prefix Magazine said, "there's a seedy, voyeuristic feel to the clip", yet "the video perfectly complements the song.