Commercially, the song was a disappointment on the US Billboard Hot 100, peaking at number 85, but it topped the Maxi-Singles Sales and the Dance Club Play charts.

[2] According to the album liner notes, "Song for the Lonely" is "dedicated to the courageous people of New York especially the fire fighters, the police, Mayor Giuliani, Governor Pataki and my friend Liz".

James Lonten, manager of a Borders store in New York City, which had been stocking Living Proof since its European release, commented, "That goes without saying.

John Boulos, senior vice-president of promotion at Warner Bros. Records, commented that they were not exploiting the September 11 attacks as a selling point to the single, but it had drawn the interest of people.

While reviewing Living Proof, Billboard's Michael Paoletta commented that the song was "an empowering jam that deserves to rock the world just as 'Believe' did".

He finished his review by writing that "Boy, is "Song for the Lonely" ever an elixir for whatever ails you, a joyous romp with such mass appeal that its destination at the top of the charts seems a given".

[7] Kerry L. Smith from AllMusic praised the song, saying, "Cher takes a brief break from her inquisitiveness about love to dedicate the bold, heartfelt opening track, in honor of the September 11th tragedy, 'Song for the Lonely'".

[10] Barry Walters of Rolling Stone also agreed by writing that it "clearly intends to evoke September 11th", adding that "coming from a willfully wiggy billion-dollar diva, this noble stuff feels calculated, particularly when it's presented in such a sparkling, showbizzy package".

[11] Metro Weekly's Gordon Ashenhurst called it a "rousing lead single",[12] while Sal Cinquemani from Slant Magazine noted that it "wisely abandons such (otherwise welcomed) electronic shenanigans for a pure and impassioned performance".

[13] Tony Peregrin of PopMatters deemed the song "an infectious, energetic track that rides the waves of predictable synth pads and pulsating beats".

[8] In the United States, "Song for the Lonely" debuted at its peak of number 85 on the Billboard Hot 100, on the issue dated April 6, 2002.

[22] The accompanying music video for "Song for the Lonely" was directed by Stu Maschwitz, and was filmed in the streets of New York City in December 2001.

The crew received special permission from Mayor Rudy Giuliani's office for live audio playback in the streets of Manhattan, a practice that had recently been outlawed.

The director solved this by taking Cher and the script supervisor's camera, and autographing a polaroid to the cop, to continue the last smoked-up shooting.