Discussing the song's origins, Tones and I said that after her friend Ben Tournier (aka "T") died in January 2021, she was struggling to complete her album.

She was called into Denis Handlin's office (the then-CEO of Sony Music Australia) who told her this saying from his late mother — "on a cloudy day, look up into the sky and find the sun".

[2] Tones said "I knew I wanted to use that as a lyric and the next time I went into the studio I wrote 'Cloudy Day'".

[3] Greta Brereton from NME opined that the song "is reminiscent of her 2020 "Fly Away", saying it features "soaring chorus crescendos and choir-style vocal accompaniment, big brass and rhythmic clapping add to the gospel feel of the track, which also arrived alongside an animated music video".

[3] Leena Tailor from Variety called the song "the perfect pandemic anthem".