"The Show" garnered a positive response from music critics, who deemed it another unique track produced by Xenomania, and it was considered one of the best songs of 2004 by The Times.

[3] For the lead single from What Will the Neighbours Say?, Polydor presented the band four song choices, including "The Show", "Wake Me Up", "Graffiti My Soul", and "Androgynous Girls".

Although "Wake Me Up" was the preferred choice, it was deemed too hard sounding and the record company did not want to take the risk, and they also added "Androgynous Girls" as a b-side to the album's second single three months later.

"[3] In the group's 2008 autobiography Dreams That Glitter – Our Story, Cheryl Cole described Girls Aloud's cover of the Pointer Sisters' "Jump" as "the point when we realized everything we'd been doing was quite down and moody [...] and that's not what people wanted.

[3] MusicOMH contributor John Murphy deemed the track's composition similar to "Love Machine", which he considered inspired by "'80s synth pop.

"[11] "The Show" was described by BBC Music as "a feisty, thumping track with a positively rude bassline,"[12] while a reviewer for Virgin Media described the song as a "rush of thrilling synth stabs and natty vocal hooks.

With its clipped delivery and gnarled synth riffs barely sweetened, it’s SAW doing SST; tungsten and gristle polished to an FM sheen.

"[14] Alexis Petridis of The Guardian considered "The Show" and "Love Machine" as the perfect examples of Xenomania's unique production, and added that the lead single "is based around a frantically exciting electronic noise that seems to have escaped from an early-1990s rave record.

[16] On the week ending 17 July 2004, "The Show" debuted at number 2 on the UK Singles Chart, being held off the top spot by Usher's "Burn".

[21] After its release in Australia in 2006, "The Show" failed to make impact and missed the top forty of the ARIA Charts, debuting and peaking at number 67.

[23] After the video shoot, Girls Aloud decided it was time to change their choreographer, hiring Beth Honan, who continued to work with the band for several years.

[27] The following year, on their first greatest hits tour, the band performed the song with a half-naked male dance partner, using a bed for a prop.