Packaged with several remixes, upon release the single received positive reviews from critics. In Europe it peaked at top-forty in most countries, though notable it reached top-ten in the United Kingdom in additional to top-three on the UK dance chart and top-ten on the German Dance chart.
"What a Feeling" is an up-tempo house song featuring vocals from Kelly Rowland. It was written by Gaudino, Giuseppe D'Albenzio, Jenson Vaughan, Emmanuel Mijares, Rowland and Joseph "Lonny" Bereal. In an interview with the News of the World 's Dan Wootton, Gaudino spoke of how amazing it was to work with Rowland on the song. "Kelly's an amazing artist, so down to earth, nice and fierce. Talking to her you feel on the same level whoever you are." Rowland replied, during an interview on the video shoot, to questions about what is was like working with Gaudino. She said "I'm so excited to be collaborating together for the first time. He is the nicest person and so talented."
A reviewer from Female First called "What a Feeling" the club smash of summer 2011. They said "Already alight in the club underworld, ‘What A Feeling’ is a stomping serving of euphoria, sounding perfectly devised for radio and Ibizan dance floors alike." The Daily Star 's Kim Dawson called "What a Feeling" the biggest anthem from Rowland since her feature on the 2009 hit "When Love Takes Over" by David Guetta. Dawson added that "Already massive on dancefloors from Ibiza to Skegness, it's surely destined to become her third UK No 1."
Loretta Charlton from Black Entertainment Television (BET) agreed, saying that "What a Feeling" "is a vibrant track that will draw many summer party people to the dance floor."Digital Spy's Robert Copsey praised Rowland's vocals on the song, calling them "emotionally-charged." Copsey also compared the song's marriage of its "pulsating synths and a vibrant piano hook" to the radio-friendly appeal of David Guetta and Rowland's 2009 hit collaboration, "When Love Takes Over." Copsey concluded his review by saying, "the result is yet another summery club cut built for club 18–30 dancefloors."
Directed by Frank Gatson, Jr., the music video for the song was unveiled on May 9, 2011. It shows Rowland performing the track surrounded by dancers while Gaudino mixes the track in the audience.