"Constructive" is often in the eye of the beholder.
Naturally the (tone) or manner in which the criticism is given has a lot to do with it as well as how much you (respect the person).
If you're getting it from a layman you're likely to respond to it differently than if you were told by an expert in the field. Nevertheless I would say (how) someone gives you criticism is the biggest factor in how you take it.
Personally speaking I tend to ignore most criticism and dance to my own music. Sometimes it's best to trust your inner voice.
If on the other hand I'm not getting the results I want then I will re-think my approach. The worst thing a person can do in my opinion is become a dixie cup bouncing back and forth whichever way the wind blows.
Lastly if the criticism is coming from an ex or soon to be ex it makes little sense to try and become what (they) want. The very thing they dislike about you could be the same thing that causes the next person to fall madly in love with you!
Know yourself, Love yourself, and Trust yourself!