Cannonsburg is a census-designated place in Boyd County, Kentucky, United States. As of the 2010 census, it had a population of 856. Cannonsburg is located 8 miles southwest of the city of Ashland, a major urban center in northeastern Kentucky. Most of Cannonsburg shares its ZIP code with Ashland; however, parts are within the Catlettsburg ZIP code. The Cannonsburg post office closed in 1929. Cannonsburg is a part of the Huntington-Ashland Metropolitan Statistical Area.