[2] Meg Bishop from Minnesota Daily wrote that on the song, Keys "implores listeners to view people in their true context, below the surface of one glance".

[9] Adi Mehta from Entertainment Voice wrote that the song's "main melody is hopelessly trite" but "Keys manages to sound so sleek and modest".

[10] Konstantinos Pappis from Our Culture Mag wrote that the “uplifting” song is “anchored by Keys’ ability to sell everyday stories about perseverance” and named it one of the album's highlights.

[14] Keys performed the song at a concert to promote the Alicia album held at Bush Hall in London as well as on The Graham Norton Show on February 7, 2020.

[15][16] In March, Keys performed an acoustic rendition of the song in iHeart Living Room Concert for America on the 29th and in #KidsTogether: The Nickelodeon Town Hall on the 30th.

[17][18] Keys performed "Underdog" at fundraising concert From Milan with Love on May 3, at a Salesforce virtual event Leading Through Change on May 21, and Front Row From Home on radio station 106.1 BLI on May 28, 2020.

Thematizing the idea of overcoming challenging situations,[1] the video captures ordinary people hustling to improve their circumstances and is intercut with a dynamic performance from Keys.