It achieved commercial success, topping the singles charts in Italy, Spain, Romania and the United Kingdom, where it became Madonna's twelfth number one single.
An uptempo dance song, "Sorry" was one of the first tracks developed for the album and had numerous remix treatments before the ultimate version of the track was finalized. One of the remixes was done by the Pet Shop Boys, featuring added lyrics by the band.
The actual song features a dance groove tempo. It talks about personal empowerment and self-sufficiency.
Some critics commented on the song's disco-influenced beats while comparing it to Madonna's older dance songs.
In the United States, the song did not perform well due to an underplay on radio but was able to reach the top of Billboard's dance charts and became one of the decade's most successful dance hits.