In this paper we prove that the critical exponents of Besov spaces on a com-pact set possessing an Ahlfors regular measure is an invariant under Lipschitz trans-forms.Under mild conditions,the critical exponent of Besov spaces of certain self-similar sets coincides with the walk dimension,which plays an important role in the analysis on fractals.As an application,we show examples having different critical exponents are not Lipschitz equivalent.