The singer-songwriter performed at the launch of the vehicle at the Musée Rodin in Paris last week, where she also premiered new song 'Burning Desire' as part of her set.
The track was written as part of her collaboration with F-Type and will be the soundtrack of a short film produced with Ridley Scott Associates and starring Damian Lewis.
Ridley Scott Associates recently produced the commercial for Lady GaGa's Fame perfume.
'Burning Desire' will feature as an iTunes bonus track on the upcoming Paradise edition reissue of Del Rey's Born To Die.
The Jaguar F-Type will be available in three models; F-TYPE, F-TYPE S and the F-TYPE V8 S, powered by the new 3.0-litre V6 supercharged petrol engine in 340PS and 380PS outputs and its 5.0-litre V8 supercharged petrol producing 495PS respectively.
It made its debut at the Paris Motor Show on September 27, the day after Del Rey's performance.
Managing director of Ridley Scott Associates Kai-Lu Hsiung said: "Film is an innovative platform for Jaguar to launch this car and we're hugely excited to be working on this project.
"This will be a genuinely surprising story for a brand to tell and we can't wait to share it with film lovers and car fans across the globe."
Global brand director at Jaguar Adrian Hallmark said: "Jaguar is a founder member of the sports car segment with a rich sporting bloodline stretching over 75 years, and in the F-TYPE we've reignited that flame.
"The F-TYPE isn't designed to be like anyone else's sports car. It's a Jaguar sports car - ultra-precise, powerful, sensual and, most of all, it feels alive."
The car is Jaguar's first two-seater sportscar since the launch of its E-Type half a century ago.