The teaser sees a woman putting on a pair of headphones in a booth and peering through a pane of glass.
Discussing the clip, the singer said: "The inspiration for the video was partly from the Wim Wenders film Paris Texas and the idea of a peep show revolving around headphones and listening to music as opposed to talking.
"The idea is that everyday characters enter a booth and on listening to the song their extrovert selves appear in the reflection, so the song is a way of releasing their inner selves and setting the crazier side of them free."
She added: "We wanted to create an energetic party atmosphere to fit the song whilst avoiding the cliches of a lot of current club themed videos."
The track - released digitally June 4 and physically on July 16 - follows her special Record Store Day song 'Every Night I Say A Prayer'.
Watch a preview of the 'Headphones' music video below: