The song received positive reviews from music critics.
Billboard wrote, "The song's booming pop chorus features a confident Michele, whose Broadway-bred voice is as on-point as you'd expect: "And now I will start living today, today, today. I closed the door / I got this new beginning, and I will fly, I'll fly like a cannonball."
Rolling Stone writer Ron Blistein gave Michele's "Cannonball" a favorable review, writing, "The track is instantly memorable, not surprising considering the number of top hit-makers behind it, including cowriters Sia Furler and Benny Blanco. Production comes courtesy of the Norwegian duo Stargate. Still, it's Michele's powerhouse vocals that take center stage on "Cannonball" as she deftly switches from her Broadway-trained belting and
Glee-honed pop chops." ==Music video==