The track will serve as the follow-up to their number one hits 'Cannonball' and 'Wings' and is expected to be released in November.
Music industry insiders were played a preview of the track during the Sony Music Conference Day yesterday (September 11) and Chart Show TV described the song as an "electro ballad".
Before promptly deleting the tweet, they added that the track is "very cool" and has "big vocals".
Little Mix are currently filming the accompanying music video, ready for the single's release later this year.
"It's been so exciting shooting the video for the new single! Loving every minute of it! I hope you guys love it as much as I do," band member Perrie Edwards tweeted.
Little Mix are expected to release their debut album this November, but an official date has yet to be confirmed.
Watch the music video for Little Mix's chart-topping single 'Wings' below: