The song received critical acclaim from
music critics. Writing for
The Voice, music journalist Nelson George praised the song in his album review: "The centerpiece is the title cut...inspired by a passage in Dream of the Red Chamber, an 18th century Chinese novel." He described the imagery of the lyrics as "exotic and graceful", quoting "Come down the clouds to the sea of flames/From the mountain hear the cry of pain". George commented on "the mesh of Daryl Stuermer's acoustic and electric guitars, Lessette Wilson's keyboards and the
Phenix Horns" as being as "exotic and graceful" as the imagery of the lyrics, and of the vocal interpretation: "Bailey uses his heavenly falsetto in counterpart to his
Maurice baritone for a mix of philosophical meditation and street-corner logic." Playboy praised the song: "the best collaboration of the two Phils is on the album's title cut, which sounds - believe us - like
Earth, Wind & Fire and
Genesis all in one song." For
The Washington Post, Joe Brown wrote: "Bailey's falsetto soars ethereally (and sometimes scrapes earthily) over Collins' glistening wall of exotic percussion and electronic textures" and called the song "otherworldly". The
Gavin Report features "Walking on the Chinese Wall" on Dave Sholin Personal Picks on March 15, 1985: "throw away the cookie cutter 'cause here's something totally new. Title song from Bailey's LP ... has a little bit of everything for everybody. ... Phil Collins' influence as producer comes through loud and clear".
Cashbox magazine describes the song as a "slow grooving track which has all the instrumental earmarks of Collins' deft hand. Big drum sound, punch horns and a breezy chorus melody all contribute to this gem…majestic vocals and arrangement". Tom McCarthey of
The Salt Lake Tribune wrote: "it is 'Walking On The Chinese Wall' that rises above the rest...horns, soulful vocals, rich instrumental textures and an Oriental feel that makes it a winner".
Billboard magazine described: "Bailey recalling
Van Morrison in the poetic 'Walking On The Chinese Wall'". John Griffin of the
Montreal Gazette praised the song for "Bailey's tremendous vocal talent". Paul Sexton of
Record Mirror described the recordings as "very rock-rooted...with plenty of Collins hallmarks". William Ruhlmann of
AllMusic said the tune "better represent(s) Bailey's ability to handle a variety of material from ballads to techno dance tracks with his elastic falsetto." Lou Papineau of the
Boston Globe described "Walking on the Chinese Wall" as "atmospheric". Volker Thormaehlen of
NDR Hamburg predicted "Walking on the Chinese Wall" as a "sure hit" in April 1985.
Music & Media included the video clip on its video hits list on May 13, 1985. Eric Schafer of
Press & Sun-Bulletin commended Bailey's wonderfully emotive delivery, writing "He can paint a breathtaking picture with it…the words float by in beautiful colors." ==Music video==