A pact with the devil. Homosexuality. These are issues that were not accepted by the society present in 1891(and consequently aren't much better even today), and these were the aspects that made Oscar Wilde's "The Picture of Dorian Gray" undesirable to the critics that were present at this time. In this time frame, homosexuality was thought as worse than murder, and deals with the devil were deemed (as they should be) as evil.
The basic concept of good and evil, which is the basis of most stories, was also used in this story. Although the usage of this idea was not frowned upon in writing, the way in which Wilde presented it was. The evil in which Wilde portrayed in this book was the devil himself, a topic in which few people feel comfortable with. The thought of selling a soul to the devil, supposedly the most important part of a human being, can be considered the ultimate act of evil. In most books during this time had God always triumphing over Lucifer, but in this story God took no part in the ending. Instead, Oscar Wilde had Satin himself came to redeem his prize from Dorian.
Also, the homosexual implications were another cause of this book's poor review from critics. Homosexuality presents yet another concept that was not accepted as being part of God's will, breaking the basic belief of Adam and Eve. Its traces in this book are not hard to pick up, even in the first chapter. In the first chapter, you hear Basil going on about how marvelous Dorian Gray is, stating to Lord Henry, when Henry asks the name of the young man in Basil's painting, that "When I like people immensely I never tell their names to anyone." Things such as this go on many more times during the course of the story.
These aspects of Dorian Gray most likely resulted in the story's harsh review. Even now-a-days, in a time were people are supposedly acceptable of almost every idea, this book would have received the same fate.