Jason Elias of AllMusic thinks "Cry" is a moody and reflective piece of material reminiscent of Jackson's Quincy Jones-produced ballads for Bad, and indicates the song's themes are those of alienation and sorrow rather than love.
Jim Farber of New York's Daily News wrote that in "Cry", Jackson "goes into his healing-the-world shtick, though rarely has he been this condescending about his role as universal savior."[REF]