Since release, the song received positive reviews from music critics, although some critics felt that the song was too similar to "I'm with You" and "Complicated", two of Lavigne's previous hit singles. In an AOL Radio listener's poll, "Don't Tell Me" was voted Lavigne's ninth best song.
When asked what "Don't Tell Me" was about, Lavigne said:
It's about being strong. There are a lot of guys out there who just want to take you out to dinner and then, like basically go home and 'unhh' you. That's what a lot of guys are like and I just think girls need to be strong and not let any guy pressure them into doing anything.
" When I was writing "Don't Tell Me", I was just, kind of, thinking about what it was like being a girl, and I was seventeen when I wrote that song, so that was all, like, fresh on my mind. I was just coming out of high school, and there's a lot of pressure for girls these days, and I'm happy to have that song, to be able to sing it up on stage every night, and to introduce it with, you know, by telling the audience that this song is all about being strong, and this goes out to all the girls, and it feels good to be able to do that." MTV.com
In a review of the album Under My Skin, David Browne of Entertainment Weekly said "Lavigne herself sounds more burdened; ... the sk8erboi of the first album has turned out to be a selfish, nasty creep who leaves when she won't go to bed with him" in reference to Don't Tell Me. Blender Music wrote that unlike Sk8er Boi the up-with-abstinence single “Don’t Tell Me” finds her kicking him out of bed.The Guardian was mixed: "Current single Don't Tell Me at least has some relevant advice to impart to her pubescent female fans: it depicts a confused and angry Lavigne fending off an over-eager boyfriend." PopMatters was favorable: "The first single, "Don't Tell Me", is probably the best song on the album, with the kind of wonderfully effusive movement that makes the best pop so damn irresistible. It starts slow and quiet, building to the first chorus, ebbs back, builds to another chorus, drops down into a bridge before coming back with a skull-crunching third chorus that leaves the riff firmly implanted in your skull. One or two reprises and we're out like a light, end of song. At that point you're either convinced or not."Rolling Stone was positive: "The lead single, "Don't Tell Me," might be her most Avril-ish song yet, a petulant kiss-off to a horny boy. As the guitars get revved up behind her, she asks, "Did I not tell you that I'm not like that girl/The one who gives it all away, yeah/Did you think that I was going to give it up to you?" The syntax may be tortured, but the singer sounds just fine: a righteous prude, confidently fending off the creeps." Yahoo Music! liked the song but was angry because there are spelling mistakes in booklet: "we now have a stronger, more confident Avril - forthright in her determination not to lose her cherry on "Don’t Tell Me", which coyly spells ‘ass’ with an ‘a’ and two asterixes on the CD booklet, bitterly writing songs about doomed relationships."
In an AOL Radio listener's poll, "Don't Tell Me" was voted Lavigne's ninth best song.
The music video for "Don't Tell Me" was directed by Liz Friedlander and filmed in Los Angeles, California in March 2004. The video tells the story of the song. It opens with Lavigne's boyfriend leaving her apartment. After taking her anger out on her bedroom, she follows him around the city. During the bridge of the song, her boyfriend sees her in many places at once, so it is obvious that he is feeling guilty and her feelings are weighing heavily on his mind. At the end of the video, she decides that she is better off without him and lets him walk away.