The track, called 'Myself and I', is inspired by a real-life situation that affected the 90210 star, according to Paper Mag.
"I had gotten the itch a couple months back to delve into directing and the world of production and was inspired by a situation in my own life to write a simple story about a boy and a girl," Grimes said.
The actress added that the clip allowed her creative freedom to craft a story that people can relate to.
"The simplicity of the story paired with the choice to use a song instead of dialogue, allowed me the freedom to get creative in my means of storytelling. I wanted a film that looked beautiful and made people feel something without telling them how they should feel," she said.
Grimes will return to 90210 when it begins its third season in September.