Chicago Tribune by Dave Kehr

The main problem here is less a lack of competence than a lack of conviction. No one involved in the film believes for a second in the story that's being told, and so there is no real sense of danger, no suspense, and no warmth in the romantic interludes. Shanghai Surprise must have been meant to be a light-hearted romp, but even a romp requires a touch of substance. [31 Aug 1986, p.8]

TV Guide Magazine

Penn and Madonna both do a fine job with their roles, the supporting roles are excellent, the direction is passable, the camera work and art direction are accomplished, and the script mindless and predictable. There's nothing to create outrage, and there's nothing to stimulate excitement, which is probably why there was no substantial interest in SHANGHAI SURPRISE.

Entertainment Weekly

Some bad films become kitschy-cool with age, but Shanghai Surprise continues to rot.

Chicago Tribune by Gene Siskel

A shockingly bad film because of its total misuse of two talented performers, Sean Penn and Madonna. [5 Sept 1986, p.A]

The A.V. Club by Nathan Rabin

Limply, tardily trying to cash in on the success of the Indiana Jones movies.

Time Out

The action is simply an implausible chain of events sensationally strung together, a Saturday morning serial formula which worked for Raiders of the Lost Ark; here, the heavy-handed manipulation of genre ingredients simply results in vulgar, often embarrassing, kitsch.

Empire by Will Lawrence

Really, really bad. Production company-destroyingly bad.

Variety

But centerstage is the completely illogical relationship between the hustler and missionary. Penn seems game and has energy while Madonna can’t for a moment disguise that her character makes no sense at all.

The New York Times by Janet Maslin

One of the few things this listless bore of a film makes clear is that Mr. Penn, ever since his hilarious performance as a stoned surfer in Fast Times at Ridgemont High, has been greatly overrated.

Los Angeles Times by Sheila Benson

Even better than opium for avoiding pain is avoiding Shanghai Surprise itself, a movie of jaw-dropping, high-water mark dreadfulness.