The track garnered a positive response from music critics, many of whom complimented its powerful and anthemic stance and declared it an album highlight.

The song's accompanying music video shows Lewis in a variety of outdoor spaces as clips of varying weather patterns are intercut.

The track's audio was mastered by Tom Coyne at Sterling Sound studios in New York City, with assistance from Randy Merrill.

For the acoustic version of "Thunder", Lewis' additional vocals were recorded by Adam Lunn at Wendy House Studios in London.

"[4][18] Lewis projects a stance of empowerment as she performs the line "With an empty heart, I am free again" over a "striding" beat accompanied by a piano.

[19] Angela Wilson of Vibe described the track as "a celebratory salute to self love" and highlighted the lines "And I won't wait any longer / When you let me down, I got stronger," as empowering.

[20] Will Hodgkinson of The Times thought that "Thunder" was about her former record label boss and friend Simon Cowell, writing that the lyrics "I won't wait any longer, when you let me down I got stronger," was Lewis' way of saying "Check me out now, you high-waisted berk.

[18] Stephen Thomas Erlewine thought that "Thunder" and "Fire Under My Feet" were some of Lewis's "strongest compositions" to date, and added that they are "sharply crafted and passionate".

[19] Both Kathy Iandoli and Robbie Daw of Idolator praised "Thunder": the former described the track as "equally anthemic" as "Fire Under My Feet" while the latter wrote that it is a "soulful, soaring ballad" which, as with many of Lewis' songs, is difficult not to get immersed in with its strong emotional sentiment.

[3][17] Knoxville News Sentinel writer Chuck Campbell highlighted it as one of the albums many great tracks, writing "Lewis lassoes the rumbling beat of opener 'Thunder' to announce her return – and she's off from there.

"[23] Next Magazine writer Benjamin Lindsay picked "Thunder" as a "standout" song on I Am, along with "Fire Under My Feet", "The Essence of Me" and "You Knew Me When".

[20] On 14 September, Lewis performed "Thunder" live on Good Morning America in New York City as part of their Fall Concert Series.