Larry Flick from Billboard complimented the song as "another pearl" from the queen of hip-hop soul's "current masterpiece", My Life.

He remarked that "this sexy homage to the Mary Janes Girls' evergreen "All Night Long" demands immediate turntable attention.

"[4] Chuck Campbell from Knoxville News Sentinel noted the "controlled vocals and less-is-more music" of "Mary Jane (All Night Long)".

[5] A reviewer from Music Week gave the song five out of five, calling it an "sassy reworking", writing, "With Sean 'Puffy' Combs and Bottom Dollar on remix duty, this is one classy track.

[7] Jonathan Bernstein from Spin noted that Blige "kickstarts" the record with the "thumping lilt" of the Mary Jane Girls song, "presented as her own composition.