Cannelburg is a town in Barr Township, Daviess County, Indiana, United States.

Cannelburg was platted in 1872, and named for the cannel coal mined in the area.

[4] Cannelburg is concentrated along Main Street, which runs northward perpendicular to U.S. Route 50/U.S.

According to the 2010 census, Cannelburg has a total area of 0.19 square miles (0.49 km2), all land.

26.3% of all households were made up of individuals, and 14% had someone living alone who was 65 years of age or older.

There were 20.9% of families and 14.9% of the population living below the poverty line, including 11.8% of under eighteens and none of those over 64.