The Cannonball River () is a tributary of the Missouri River, approximately long, in southwestern North Dakota in the United States.
It rises in the Little Missouri National Grassland, in the badlands north of Amidon in northern Slope County. It flows ESE past New England, Mott, and Burt. It is joined by Cedar Creek approximately southwest of Shields and flows northeast, past Shields, forming the northern border of Sioux County and the Standing Rock Indian Reservation. It joins the Missouri in Lake Oahe near Cannon Ball. The cannonball concretions found in the vicinity of this river are the source of its name.