'Please Don't Let Me Go' was co-written by Murs, Steve Robson and Claude Kelly.
"My single ' Please don't let me go' is going to radio tomorrow, so listen out on Capital 95.8 FM for it!!! (sic)" the X Factor runner-up wrote on Twitter.
Meanwhile, his official website confirmed who the 26-year-old has collaborated with for his debut album which will be released "later this year".
Contributors include John Shanks (Leona Lewis, Take That), Claude Kelly (Miley Cyrus, Kelly Clarkson) and Eg White (Duffy, Adele, James Morrison) among others.
Murs, who also announced that he will shoot the song's video next week, said: "I'm so excited to be releasing this track!! It was important to me to be releasing an original song."