The seven-minute jazz track was unveiled on the BBC Music 6 show Guy Garvey's Finest Hour, reported Digital Spy.
'Sue (Or in a Season of Crime)' will feature on Bowie's upcoming compilation album Nothing Has Changed, alongside a number of his greatest hits and unreleased tracks.
Other songs featured on the three-disc album include 'The Stars (Are Out Tonight)', 'Dancing In The Street' and 'Let's Dance'.
Earlier this week, three different covers were revealed for the album, one of which consists of a photo of Bowie taken by Steve Schapiro in 1975.