Music critics viewed the track as one of the best on Never Let Me Down and listed it among the most underrated of his career. An accompanying music video for the single was shot by French director Jean-Baptiste Mondino and similarly received positive response. Commercially, "Never Let Me Down" reached number 27 on the Billboard Hot 100 and number 34 on the UK Singles Chart. It was aided by a CD release, Bowie's first, and remained the singer's last single to chart within the top 40 in the United States until "Lazarus" (2015).
