Musically, "Lost in Paradise" is a rock ballad that begins with piano, strings, and Lee's vocals before the band kicks in during the climax.

The song received generally positive reviews from music critics, who praised Lee's vocals and its piano accompaniment, with some highlighting it as one of the album's best tracks.

[1] Lee went to Toronto's Liberty Studios on August 22, 2011, to preview five mastered songs from Evanescence to a selected crowd of thirty people,[3][4] including "Lost in Paradise".

[6] "Lost in Paradise" is a symphonic rock,[7][8] piano[9] and power ballad,[10] inspired by Lee's love for Evanescence and personal reflection on her past struggles.

[13] Starting with piano and Lee's vocals, the song slowly builds, "layering on stirring strings, booming timpani and, at the climax, some thunderous guitar chords" as stated by James Montgomery of MTV News.

"[1] NME's Tom Goodwyn found similarities between "Lost in Paradise" and "My Immortal", a song from the band's first studio album Fallen (2003), "before it was re-recorded with that massive guitar breakdown.

"[1] In his review of Evanescence, Rick Florino of Artistdirect concluded "The record's centerpiece is the elegantly dark ballad, 'Lost in Paradise'.

[15] Chad Grischow of IGN wrote: "Lee's skyward vocals suit the album's obsession with the emotional frustration and devastation of a break-up well, ripe with romantically longing tunes like gorgeous power ballad "Lost In Paradise", where her breathy vocals in the beginning awaken as she passionately apologizes for not sticking with the guy who believed in her.

"[10] Digital Spy's Lewis Corner said that the song "continues the trend as a black-eyed rock ballad of towering string sections and lyrics of despair and heartbreak.

"[8] Billboard magazine's Christa Titus wrote that Lee's voice was "powerful and flexible as ever" in "the deep croons that introduce 'Lost in Paradise'.

[23] While reviewing a performance of the song, Rick Florino of Artistdirect said, "Speaking of vocal prowess, Lee reached the level of legends during 'Lost In Paradise'.

"[24] Serene Dominic of The Arizona Republic wrote: "The biggest shrieks came when the piano movers made their first appearance and wheeled a baby grand onstage for 'Lost in Paradise.

[26] Along with "Bring Me to Life" (2003), the song was played in the band's concert with a live orchestra for the Nobel Peace Prize in Oslo, Norway on December 11, 2011.