"Stay on These Roads" was well-received by critics. Paul Oldfield from
Melody Maker wrote, "a-Ha ascend immediately into the hard-gloss satellite-beam Pet-Shops' circuit. "Stay" enlarges until it almost comes to a halt, full of simulated draughts and statuary, gravity and despondence that's bigger than Europe. Nobody will notice, though." Jerry Smith of
Music Week considered "Stay on These Roads" as "one of their typically ponderous and overly dramatic numbers [...] but it lacks the commercial edge of previous singles". A review in Pan-European
Music & Media magazine stated: "This song needs repeated play to fully appreciate its impact, after that, you can't get it out of your head. A ballad with a slow and commanding build-up, sporting a subtle melody giving singer Morten Harket all room to show his unique vocal qualities". Edwin Pouncey from
NME said, "A road to nowhere presumably, with no end in sight. File under has-beens." In a review published in
Smash Hits, English synth-pop duo
Erasure were highly critical of the song, saying it was "far too manufactured and over-produced", with "no tune to it, nothing that makes you want to sing along to it", just good to be a "stadium song", and concluded that "it's a real shame".
Cash Box said that "ethereal, arching vocals elevate this ballad into greatness, creating a mood that does not easily leave you." ==Legacy==