"When I'm Gone" was released alongside a music video that was directed by Hannah Lux Davis, and choreographed by Sean Bankhead.

The official music video premiered on 10 January 2022 on ESPN during the halftime show of the 2022 College Football Playoff National Championship.

On 31 December 2021, her performance of the song (from her residency) was also included as a part of the CNN's New Year's Eve Live special.

"[8] Justin Curto from Vulture wrote "When I'm Gone" is "another EDM bop" that is similar to Perry's 2019 single "Never Really Over" in cadence and rhythm.

[10] Official Charts Company gave a positive review and wrote: "Over a thumping house-beat, Katy says she's 'going to give them everything that they want', and this high-tempo banger will certainly win over a huge swathe of pop fans.

[13] In the United Kingdom, "When I'm Gone" debuted at number 72 on Official Singles Chart as the sixth highest new-entry of the week.

Perry wears a custom Dolce & Gabbana purple jumpsuit in the video, describing it as her "favorite outfit".

[8] People called it "mesmerising", further saying: "In true Perry style, the video features some stunning costumes and impressive dance moves.