Michele gave her first live performance of "On My Way" on The Ellen DeGeneres Show on March 19, 2014, after revealing on her Twitter account that the song would be the next single from Louder.
Casey Lewis from Teen Vogue wrote, "...While "On My Way" boasts a powerful bass-heavy beat that's a bit of departure from the recent tracks we've heard from her, the lyrics are just as emotionally charged as what we've come to expect.
"[2] Christina Garibaldi from MTV News wrote, "The upbeat track, which is the fifth song Michele has previewed from her March 4 album, starts off slowly building its beat, with her powerful vocals packing a punch as she shows off a more vulnerable side.
"[3] Mike Ayers from Billboard wrote of the song, "Michele starts off with a slow, pouty vocal that quickly gives way to another club-oriented track that's about returning to someone who's not right for you.
Sobriety and intoxication comparisons to love run rampant throughout, as she belts out that her "heart's too drunk to drive" and she exists in a "blackout state of mind.