By the Core book and Bestiary rules, animated objects are not immune to critical hits. This makes sense, as they turn from being an object, to being a construct which can be critically hit.
For some reason the Pathfinder OGC has additional animated object rules, which offers a redundancy statement of "immune to non-lethal damage" (which is already in construct rules) and "immune to critical hits", which is not in the construct description.
Actually, it's in the core book. Find the description of hardness there, and go down a paragraph or two. By core rules, animated objects (though not constructs in general) are immune to critical hits.