He was getting out of bed at about 8.15am when he heard the missile and witnessed it from his seventh-floor balcony explode 700 feet away.
“A cruise missile had just flown over my house and exploded no more than 700 feet away to the left, which is quite a surprise and on Monday morning, put it that way,” he told the PA news agency.
“So, I just grabbed a dressing gown and went down the stairs into the area at the bottom of the lift, which is generally more structurally sound if one of these horrible things does hit the building, and I just hoped for the best.”
Russian President Vladimir Putin has been internationally criticised over a new wave of missile and drone attacks on Ukrainian cities which began on Monday, days after the strategically important Kerch Bridge linking Russia to the annexed Crimean peninsula was destroyed.
Despite wanting to stay in Kyiv and continue running his consultancy business, Opus Growth Partners, Mr Canning-Cooke is going to leave the capital and stay in a remote cabin because his family are concerned for his safety, but intends to return as soon as he can.
He added: “The war kicked off around me, and there is a sense of violation when the town that you live in suddenly has a bunch of murderous ‘orcs’ – they call the Russian soldiers ‘orcs’ from Lord of the Rings here – who are determined to get in and kill everyone.
“It’s like, ‘what the hell has happened?’, it all happened overnight, you wake up and there are tanks around the town.
“I will never get over it, that sense of violation will never go.”
The businessman applied to fight for Ukrainian forces in March but was rejected due to his age and lack of military experience.
Mr Canning-Cooke stayed in the makeshift bunker for 30 minutes “until I got cold, then I went back up to have a cup of tea”.
He praised the “determination” of the Ukrainian people and said that only hours after the attack he witnessed two elderly women re-filling a bomb crater and cleaning the streets.
He said: “You did see a lot of people on the streets even during the bombardment, and then soon afterwards.”
“Half the people I saw didn’t give a damn, they were walking their dogs, they were off to work, off to school.
“You have to remember that these guys have been at war for eight years, this is not actually that new for them, it would be shocking for most people but not really for the Ukrainians.”
Mr Canning-Cooke has stayed in the capital for almost the entire war, and said the experience has made him feel extremely patriotic and increased his confidence in a Ukrainian victory.
“It’s really Russia who has less guys, less soldiers, and now they’ve got less weapons and they can’t supply them.
“They’re running out of money, their logistics are screwed, it’s done for them.
“It’s just a question of how many more people Putin kills.”