Pay Your Way in Pain

"Pay Your Way in Pain" received generally positive reviews from music critics, some of whom have praised the song's composition and St. Vincent's vocal performance.

An accompanying '70s themed music video was directed by Bill Benz and features St. Vincent dancing under flashing disco lights.

[4] The New York Times music critic Jon Pareles noted the use of harmonising processed vocals, which take the form of gasping as Clark delivers the words "pain" and "shame" in the song's chorus.

[22] Rolling Stone's Brenna Ehrlich felt that the song transformed into "bluesy jazz" during the chorus, when Clark is joined by the backing vocalists.

"[17] Similarly, DIY's Lisa Wright opined that the song "swiftly throws off the ragtime in favour of funk sensibilities, loose swagger and exactly the kind of tricksy duality that only someone as clever as St. Vincent can pull off", and regarded it as "the work of a master returning to their throne".

[26] Paste writer Scott Russell picked Clark's vocal performance as the most critical element of the song and described the track as "shockingly hooky and cohesive, despite feeling so loaded up with bells and whistles".

[4] In her review for The Independent, Roisin O'Connor wrote that the song is a "leather-clad saunter along a Prince-style synth hook, accompanied by her orgasmic [...] vocals".

[25] Pitchfork's Quinn Moreland praised the song's eclectic influences and said, "No matter what character [Clark]'s channeling, her uncanny ability to transform makes her a rockstar.

Club lauded Clark's musical direction and wrote that the song "marks a stylistic turn that was always already there, hiding in plain sight, in the abrasively soulful lacerations that cut across even her most precise arrangements".

[24] Reviewing for Vulture, Justin Curtis called the song "a rollicking glam anthem" that refracts Clark's influences through her own "idiosyncratic view for a good, maybe great, St. Vincent track".

[27] Mark Refern of Under the Radar found the song musically similar to American musician Beck's 1999 album Midnite Vultures.

[31] Inspired by the works of Kate Bush, Bowie, and Cindy Sherman, the music video uses a grainy filter and portrays '70s downtown New York with hazy spotlights, kaleidoscope camera effects, and diffraction spikes.

[32] Vogue editor Liam Hess praised Clark's retro fashion style and described the video as showing "the full Warhol superstar fantasy".