Commercially, "Glad He's Gone" figured in the top 40 of Sweden and Belgium and peaked at number 19 in New Zealand (bubbling under). Music critics gave positive reviews of the song. An accompanying music video directed by Vania Heymann and Gal Muggia was uploaded onto Lo's official YouTube account on 17 June 2019. The video was nominated for Best Music Video at the 62nd ceremony of the Grammy Award, becoming Lo's second nomination overall, and the first for her solo work.