"Cool Girl" was included on the set list of Lo's second tour, the Lady Wood Tour, in 2017. She performed the track wearing a latex bodysuit while swaying and doing a striptease. Matthew Kent of The Independent wrote a mixed review of the song's rendition at the O2 Ritz in Manchester, calling it one of the set's "kinks" and adding, "Chilled out Lady Wood lead 'Cool Girl' is a mission statement on record, but it doesn't quite deliver live as it lacks the massive hooks that would be better suited at this end of the set". On 24 March 2017, Lo performed "Cool Girl" as part of the encore of a show in São Paulo, Brazil. On 4 April, the singer performed the song at Lollapalooza Chile. She sang "Cool Girl" at the Osheaga Festival 2017 in Montreal, Canada, on 4 August. Lo included the track on the set list of her Sunshine Kitty Tour in 2020.
