Upon release, "Wanted" was generally well received by contemporary music critics, who praised James's "powerful" voice and the song's pop radio appeal.

"[6] An uncredited editorial review of the album on Amazon Music described "Wanted" as a catchy, "full-throttle dance-rock scorcher.

"[2] Rudy K. of Sputnikmusic complimented James on producing a "fantastic pop single" and praised the song's structure for building up to the chorus.

[4] Writing for Slant Magazine, Jonathan Keefe similarly applauded the song's dynamics for showcasing James's "powerful voice.

Actor Erik Von Detten makes a cameo in the video as a police officer that chases after Jessie through a series of events and eventually "captures" her in a diner before leading her to his vehicle where they proceed to kiss.