Vandross's cover of the Bee Gees hit, "How Deep Is Your Love" was nominated for Best Male R&B Vocal Performance at the 36th Grammy Awards in March 1994.

In addition, the album's first two singles "Little Miracles (Happen Every Day)" and "Heaven Knows" received nominations in the Best R&B Song category.

Los Angeles Times critic Dennis Hunt called Never Let Me Go "another classy collection of mostly slow and medium-tempo romantic songs--some gliding along on elegant, light-gospel undercurrent – featuring his high, cooing, sexy vocals [...] The album doesn’t offer much variety, and sometimes Vandross’ brand of lush soul feels mannered.

"[4] AllMusic editor Ron Wynn found that the album "contains more examples of his supple, fluid vocals, expert delivery, and sophisticated yet soulful style [...] Perhaps the only sign of creative wear and tear is the album's structure; there's no real blockbuster single, and the final medley, which blends classics from The Spinners and Bee Gees, sounds thrown together, but these production and arranging elements do not diminish his vocal prowess.

Considine wrote that "Never Let Me Go, like most Luther Vandross albums, is a flawless display of technique blessed with exquisite singing, well-crafted arrangements and a mix that has been tweaked to perfection.