Neil Z. Yeung of AllMusic praised the song's mix of inspirations, and Brittany Spanos from Rolling Stone labelled the INXS influence "bewitching". In a separate Rolling Stone review, Althea Legaspi called "Break My Heart" a "dance-driven song" who's "sentiment is soothed by a beat that aims for the dance floor". Idolators Mike Nied wrote that the song adds "depth" to Lipa's discography, while calling it a "stone-cold bop". He continued, describing its beats as "deceptively bright", while viewing the song as "retro-inspired". Courteney Larocca and Callie Ahlgrim, writing for Business Insider Australia, praised the song's "polished" and "minimalistic" production. God Is in the TVs Jonathan Wright praised the song's bassline, calling it "spectacular", while Thomas Stichbury of Attitude stated that the bassline is "broody". Crack Magazines Michael Cragg categorised Lipa's vocals on the song as "swollen".
