Whitney performed "Saving All My Love for You" in a number of places. Whitney performed the track for the 28th Annual Grammy Awards and later took home the Best Female Pop Vocal Performance Award for the song. Her performance of the ballad at the GRAMMYs won her an Emmy for Outstanding Individual Performance in a Variety or Music Program. She also performed the song on "Late Night with David Letterman" in 1985. The performance was considered one of her best live performances by Digital Spy and VH1. While Liam O'Brien of Digital Spy wrote, "In this assured performance on Late Night With David Letterman, her vocal gymnastics left the host stunned," Mark Graham of "VH1" simply picked it as her third best live performance.