"Rain" received rave reviews from music critics, who felt it was an exceptional ballad amongst the overtly sexual content on Erotica. It was later compared to her single "I'll Remember", which was released a year later. The song experienced moderate chart success, as it peaked inside the top ten in some countries, including Canada, Japan, Australia, Ireland, Italy and the United Kingdom. An accompanying music video was released for the single, shot in black and white and colored with blue tones, featuring Madonna singing the song against various backdrops on a set. The music video was hailed by many critics, who noted its innovation and cinematography.