[6] With the release of the single, Sia's ninth studio album Music – Songs from and Inspired by the Motion Picture was made available for pre-order.
[9] Derrick Rossignol of Uproxx described it as "a quick dose of bouncy pop in which Sia expresses a desire for some male company.
"[2] Billboard described the track as a "hip-swiveling tune",[3] while NME's Nick Levine penned that it is a "dancehall bop with an infectious hint of grit".
[3][14][15] The animated music video for "Hey Boy", directed by Rafatoon, premiered alongside the track's release on 14 January 2021.
[16] Claire Shaffer of Rolling Stone noted the video took inspiration from Disney cartoons of the 1980s and 1990s, such as Red Hot Riding Hood, Who Framed Roger Rabbit and A Goofy Movie, and described it as a "vibrant and colorful concert sequence".