You can do this directly if you want, if you know that every bounded sequence has a convergent subsequence (Bolzanno-Weierstrass). If $f$ takes the closed unit ball (ie. $\|x\|\le 1$) onto $\mathbb{R}^n$, then there is some sequence $x_n$ in the closed unit ball (Bolzanno-Weierstrass lets us assume without loss of generality assume that it converges in $\mathbb{R}^n$) for which $f(x_n)\to\infty$ as $n\to\infty$. But since the closed ball is, well, closed, it contains its limit points and so $x_n\to x$ where $x$ is in the closed ball. But then $f(x)<\infty=\lim\limits_{n\to\infty}f(x_n)$, so that $f$ is not continuous.
But yes, you are right.