The song contains samples taken from "The Payback" by James Brown,[2] namely the hi-hat/bass figure that drives the beat and the recurrent wah-wah guitar chord.

Thorn received a backing track on cassette in the latter half of 1993—without title, melody or lyrics or "any indication as to where those things might go".

[3] Initially unsure where to begin, Thorn lived with the track, allowing it to "seep into [her] brain", before putting down the words in a single sitting.

[8] In his weekly UK chart commentary, James Masterton complimented the "velvet tones" of Thorn, stating that "the result is an instant Top 20 smash, just one place short of the peak originally reached by their groundbreaking debut hit 'Unfinished Sympathy'.

"[9] David Stubbs from Melody Maker felt "Protection" "sets the tone that they sustain throughout this eclectic selection, with its stately, undulating sequencers and its wits-end plea for compassion and assistance.

And though you want to live yourself/Could you forgive yourself/If you left her as you found her...."[10] James Hamilton from Music Week's RM Dance Update described the song as "an attractive gentle atmospheric R&B swayer".

"[12] Another NME editor, Ted Kessler, praised "her rich voice",[13] while Andy Richardson named it 'Definitely Nearly Single of the Week', writing, "There's a storm brewing.

[15] Matt Hall from Select wrote, "From the moment Tracey Thorn's voice — an inspired recruitment — floats in over the stripped-down beat and patented Wild Bunch time-lapse scratches [...], it's apparent that Massive's ability to do funny things to the nerves on your scalp is undiminished.

"[16] Barry Walters for Spin constated, "The eight pained minutes of the title track are alone worth the price of the CD, despite suggesting that an Everything but the Girl remix album might have been the way to go.