William Ruhlmann of
AllMusic wrote that after releasing four previous live albums, it might seem to the audience that the artist didn't need another release of this kind. However, he states that it is in her live performances that the artist shines, and in
Radio City Music Hall, there is more than enough new material to justify acquiring another live album by Liza Minnelli. He highlighted the ballad "Sorry I Asked".
People magazine criticized the release, stating that the singer's voice was worn out, and the repertoire was not innovative. They claimed that the singer "seems more concerned with how far her voice can go than how much it can convey." The best tracks were noted as "Sorry I Asked" ("bitter and melancholic") and "Stepping Out" ("infectious and rhythmic"). Linda Sanders of
Entertainment Weekly gave it an "A" rating. She considered the show polished to the last detail and "some of the most elegant musical arrangements ever recorded." Regarding Minnelli, she noted that the singer "stands out as a powerful woman" who combines "the intimacy of a nightclub with the splendor of Las Vegas." ==Commercial performance==