Sara Anderson of AOL Radio Blog spoke highly of the song, stating, "Opening with a haunting piano melody, by 1:08 'Perfect Nightmare' turns into to [sic] poppy, club-driven anthem, as Shontelle struggles to break free from a damaging relationship.
"[4] Robbie Daw of Idolator said, "And while she can't seem to shake the pesky gent she describes in the tune, we're finding Shon's latest to be equally irresistible.
[6] It opens with Shontelle walking alone next to an old building before cutting to a black and white scene of her singing in darkness.
In the next scene, Shontelle can be seen standing in front of bright yellow lights and four other woman, who begin to dance as the song's beat picks up.
Next, Shontelle is shown entering the gym and crouching in front of a row of lockers, flailing around as she sings.