Tanya Rena Jefferson of
AXS wrote, "Sade sings a heartfelt song that is sad and deep of sorrow and no one can take her sorrows away. This song allows one to feel very dark inside. Yet, the music gives a sense of overwhelming soulful bliss that takes away the blues feeling of the song." A reviewer from
People Magazine noted that "even such sad songs", as “King of Sorrow”, "attest to the adage that what doesn’t kill you makes you stronger." Frank Guan of
Vulture said it "witnesses Sade anointing herself a monarch. Whether it's to memorialize romantic pain or to recover from it, the act of aggrandizement is easily forgiven." ==Music video==