A music video for "Cool Girl" premiered on 19 August 2016 as the first installment of the Tim Erem-directed short film Fairy Dust, which features six songs from Lady Wood. In the clip, Lo dances in a motel parking lot with a group of dancers while in another scene she is seen shaven-headed and writhing on top of a glass coffin in a desert. Lo performed "Cool Girl" in 2016 on television shows The Tonight Show with Jimmy Fallon, Swedens Idol and The X Factor Australia. Lo's performance on Idol garnered negative reviews from viewers, who criticized the singer for touching her crotch on a family-friendly show. Lo later included "Cool Girl" on the set list of her Lady Wood Tour in 2017.
