The singer parties on the Underground in the clip, which officially debuted on her YouTube page today.
The track serves as the second single from Burke's second studio album Heartbreak On Hold, which is released on June 4.
Burke recently told Digital Spy that the record will contain a few ballads, but will largely feature uptempo songs.
She said: "I love singing ballads, but the main focus is uptempo. I can't stand on stage for too long as I like to dance. I love to move about, but there will be some ballads on the album and some emotional songs too."
The LP follows her 2009 debut Overcome, which reached number one in the UK and went double platinum.
Watch the 'Let It Go' music video below:
>Alexandra Burke, Tulisa, Conor Maynard for T4 On The Beach 2012