The 'Maneater' singer was seen on stilts during the shoot in downtown Los Angeles earlier this week.
The track will be the first taken from her long-awaited new album T.S.I. - which stands for 'The Spirit Indestructible' - to be released later this year.
The record will be her first English album since 2006's Loose. She released her first Spanish LP Mi Plan in 2009.
Before filming the video, Furtado tweeted: "The higher the better!"
Furtado was expected to release an album titled Lifestyle in 2011, but it did not surface.
Her most recent release was her Best Of collection in late 2010.
> Nelly Furtado: 'Songwriting is dying out'
Watch the video for Nelly Furtado's 'All Good Things (Come to an End)' below: