In the video, Sevigny shows off the brand's newest accessories, shoes and clothing, while being photographed by Mert Alas and Marcus Piggott in a white room.
It was first reported earlier this month that Sevigny would front Miu Miu.
Sevigny made her Miu Miu debut back in 1996, when she modelled for the brand.
Other celebrities who have worked with Miu Miu include Lindsay Lohan, Kirsten Dunst, Maggie Gyllenhaal and Mia Wasikowska.
Sevigny previously shared that she has not signed for a second season of the British drama series Hit and Miss, but she is open to reprising her role as the transgender assassin Mia.
The 37-year-old actress also has a role in Lovelace, the biopic of adult film star Linda Lovelace.