Paul Cashmere said that it "perfectly demonstrates the irrelevance of MTV in the 21st century", writing that it saw Manson using "creativity, shock and horror to tell a story, knowing full well that traditional media wouldn't be able to touch this. The video is brilliant in its architecture and strategy."
Greg Kennelty of Metal Injection commended Manson and Tyler Bates' use of dynamics on the song, writing that each musician - through their respective vocals and production - throw "punches only when they need to.
In July 2016, during an interview with Ryan J. Downey at the APMAs, Marilyn Manson revealed "Say10" to be the title track of the band's then-forthcoming tenth studio album.