"After Last Night" is set in the key of C minor with a tempo of 71 beats per minute. The vocal ranges span from the low note of G4 to a high note of F6. Jem Aswad, writing for Variety, described "After Last Night" as "a bedroom ballad with some heavy female breathing and pillow talk". In a similar view, The Harvard Crimson Eugene Ye found the sensuality embedded in the song. Andy Kellman from AllMusic felt similarities between the composition of the song and the Lonely Island's "Dick in a Box" (2009) infused with a "Bootsy-style fantasy sleaze". The lyrics were compared by him to "The Hunter Gets Captured by the Game" (1966) by the Marvelettes. Paste Candace McDuffie compared the song to the "early-'90s throwback jams a la Mint Condition and Jodeci". Jon Dolan, for Rolling Stone, affirmed that the "stretched-out grooves" of "After Last Night" are so reminiscent of earlier music that the listener expects to hear Teddy Pendergrass at the beginning of the verse.
