"Don't Play" received positive reviews from music critics. The song debuted at number two on the UK Singles Chart and it has been certified platinum by the British Phonographic Industry (BPI) for exceeding sales of 600,000 units in the UK. The song additionally entered the music charts of Belgium, Croatia, the Czech Republic, Hungary, Ireland, Lithuania, the Netherlands, New Zealand, Romania, Sweden and the United States. "Don't Play" was nominated for the BRIT Award for Song of the Year at the 2022 ceremony.