[5] Musically, the track represents an embrace of the new wave and power pop styles of radio-friendly rock songs of the early-to-mid-1980s (akin to contemporary U.S. groups such as The Cars) with elements such as strident keyboard playing mixed with an emphasis on rhythm guitar.

This artistic choice was a softening from the heavier sound of earlier releases by Heart that were closer to hard rock while retaining the same melodramatic balladry driven songwriting.

The music video for "Nothin' at All" touches on the lyrical content of the song only abstractly and features a combination of comedic elements such as Ann and Nancy Wilson debating each other on fashion choices as well as numerous moments of a large black panther stalking different environments in a darkened building.

"[7] Music critic Joe Viglione of AllMusic praised the track for how it "explodes off the turntable", in his view, and he additionally remarked that it incorporates a "mix which is arguably producer Ron Nevison's finest moment."

He commented how, musically, the track represents an embrace of the new wave and power pop styles of radio-friendly rock songs of the early to middle 1980s by Heart, bringing the group in line with the spirit of contemporary U.S. bands such as The Cars.