The accompanying music video was directed by Mark Romanek and finds Madonna singing in front of a Japanese film crew.

Additionally, "Rain" has been covered by multiple artists ―particularly for tribute albums― including Madonna's former backing vocalists Donna De Lory and Niki Haris.

[1] The first two projects from the venture were her fifth studio album Erotica, and a coffee table book of photographs featuring Madonna, entitled Sex.

[7] According to author Matthew Rettenmund, "Rain" was intended to be part of a planned musical adaptation of the 1939 film Wuthering Heights that never came into fruition, set to be directed by Madonna's collaborator Alek Keshishian.

[21] The song's instrumentation seeks to evoke a "purifying effect", along with "turbulent elements associated with rain", such as raindrops and lightning bolts.

[c] On his review of Erotica, Billboard's Larry Flick called it "gorgeous [...] though not as lyrically daring as [previous single] 'Bad Girl', ['Rain'] is a wonderfully constructed tune".

[29] Idolator's Stephen Sears considered it Erotica's "sole expression of pure love [...] a swooningly romantic" track that "revisits the oceanic sonic landscape" of 1986's "Live to Tell".

While Matthew Jacobs from HuffPost opined "Rain" wasn't "terribly distinctive" from other ballads Madonna had released at the time, Rikky Rooksby —author of The Complete Guide to the Music of Madonna— felt that the lyrical theme "had been used in countless [songs]".

[32][18] Chris Willman for the Los Angeles Times, wrote that, "despite having crafted some of the best singles of the '80s, and despite being a genuine wit, Madonna can tend toward terribly banal rhymes", citing "Rain" as an example.

[33] Even though she named it a standout track in Erotica, the Sun-Sentinel's Barbara Walker referred to "Rain" as a "mere also-ran" in Madonna's catalogue.

referred to "Rain" as a perfect pop ballad, and added that it helped "wash away" the criticism Madonna was facing at the time, and "remind everyone that her art was as much about the power of love as it was the compelling draw of lust or even the wider platform of sexual politics".

[11] In this vein, both Stephen Thomas Erlewine and Sal Cinquemani agreed that "Rain" paved the way for the "softer" "post-Sex" image and sound Madonna would adopt in the mid-1990s.

[66][65] When she approached him, however, the director turned down the offer, as he felt "intimidated" by the idea of shooting a music video that, "would mark a departure from [Madonna's] ostentatious antics" of the time.

[68] According to author Mary Gabriel, Madonna "allowed [Romanek's] imagination to run wild", and he settled with a "simple" idea for the visual: The singer as a "doe-eyed ingenue" filming a music video in Japan.

[68][8] For the video-within-a-video's role of the director, Madonna approached Jean-Luc Godard and Federico Fellini, but both declined;[65] the latter allegedly faxed her a handwritten personal apology note.

[68] As Romanek did not want the clip to be too "clichéd" or literal, he decided to use water, contained in two large walls that were placed on either sides of Madonna.

[67] Madonna's appearance was inspired by 1940s Paris, and singer Edith Piaf: She wore a "waif-like cap of short black hair with spiky bangs", blue-colored contact lenses and "porcelain-doll perfect" make-up.

[72] The video opens with Madonna in a studio, lying on a riveted aluminum chaise longue —designed by then unknown Marc Newson— decked out in a white dress, with headphones on her ears, composing a song.

She is next seen taking a break from filming, following by a scene in which she receives instructions from the director (Sakamoto); they are now both wearing matching black flowing long-sleeved shirts.

The director then instructs a scene in which Madonna kisses a long-haired male, and one in which she stands in-between two walls covered with water in a black dress.

The video closes with an air view of open black umbrellas covering the entire floor, as water from fire sprinklers falls down upon Madonna's face.

Both Billboard's Deborah Russell and Los Angeles Times' Maureen Sajbel singled out Madonna's appearance, with the former calling it "chic yet vulnerable, glamorous yet sweet".

[75] By their part, Dave Marsh and James Bernard wrote in New Book of Rock Lists (1994) that it was an example of the influence of Japanese culture on contemporary arts.

[81] Slant Magazine considered "Rain" the 70th greatest music video of all time; Sal Cinquemani and Ed Gonzalez opined it was one of Madonna's "most beautiful", as well as a "simple and refreshing break from [her] sex-drenched Erotica period".

[82] For VH1's Christopher Rosa, it is one of the singer's most underrated music videos, describing it as "simple, [and] electric", and comparing her short hair look to that of Mia Farrow.

[85][86][87] On the Girlie Show of 1993, Madonna sang "Rain" with her backing vocalists Niki Haris and Donna De Lory, interspersed with lyrics of the Temptations' "Just My Imagination (Running Away with Me)" (1971).

[97] The performance of "Rain" on the Celebration Tour (2023―2024) sees a "shadowy reaper" embrace Madonna —who's decked out in a long cape— and "pull[ing] her into the darkness".

[98] By contrast, Metro Weekly's André Hereford deemed it a "powerful vocal [performance] in a night where her lungs and body worked prodigiously".

[108] As to why they chose to cover the song, Haris told the HuffPost in an email: "I believe [the lyrics] are indicative of the many years [Donna and I] have been together, alternating between sunshine and stormy [...] We feel blessed every time we sing [it]".

[109] In the 2019 film Uncut Gems, "Rain" was used in a scene in which Adam Sandler's character walks into his apartment and finds it empty and dark.