The boyband, who finished fourth on the latest series of the ITV show, are in the studio today (January 14) working on the track.
"Recording our first single on Monday! So sorry Belfast but we have to change the gig date, things are moving so fast for us! We'll be back!" the boys tweeted.
Union J signed a record deal with Sony last month and plan to release their debut album later in the year.
It was recently rumoured that they are considering hiring JLS star Oritsé Williams as their manager rather than X Factor mentor Louis Walsh.
"Louis has management experience but Oritsé has youth and the knowledge of being in their shoes on his side. People think Louis is past it for a band like this," a source said.
Watch Union J chat to Digital Spy below: