Most cannonballs did not explode. However, the ones that did were known as “carcass shot” and were basically hollow and filled with gunpowder.

Did they have exploding cannonballs?

Contrary to Hollywood films and popular lore, these cannonballs did not explode on contact. ... These shells and spherical case shot were designed to explode only when a flame reached the interior charge. Another widely held misconception is that black powder becomes unstable over time. In fact, the opposite is true.

Why do cannonballs explode in one piece?

Cannon balls are just balls of iron and metal shot out of a tube. So why are they exploding like grenades? Because they are basically old technology patched to work like newer stuff. They work like something between an artillery and a cannon; they shoot artillery shells.