Songfacts®:

• ZZ Ward explained this exploration of longing to Refinery29:
  
  "Really it was that feeling of being too scared to walk away from someone because you don't want to feel the pain of not being with them," she said. "It's that thing where you keep turning around, and you feel better when you're with them, and you don't want to face that pain of not being with them so you keep hanging on."
• In a Songfacts interview with ZZ Ward, she explained that it wasn't her that endured what she's singing about here. "I wrote that one about a situation my brother was in," she said. "He was in a relationship, and it was not working out for him. He was trying to end it, and he couldn't. I had thought about when I was in situations like that."
  
  "I'll always be his shoulder to cry on," she added. "It reminded me of something like a cannonball, where you really, really want to end it with this person, but you're so scared to feel the pain. The hanging on every time you go back in takes the pain away, so you keep doing it."
• The song is a collaboration with blues singer Fantastic Negrito, who so excited Ward when she heard his material that she called him up to guest on her track. She explained:
  
  "I reached out to him because I was listening to his music, and I loved what he was doing with the blues, like keeping the blues alive, and that's something that is really inspiring to me because I love blues music so much, and it's so important to me. I just really loved what he was doing with that, and his style was so unique. So I had been listening to his voice and I loved the texture of his voice, and so I really wanted to collab together. 'Cannonball' is a really blues song that I have... I called him up, and it ended up working out."