In the eight-and-a-half-minute clip for the new single, Teese, 40, wore matching cowboy hat, gloves and stiletto boots and a lion is shown prowling beneath her, reported the New York Daily News.
The clip is just a preview of an eight-minute short film that is due for release later this month. It also shows a horde of masked drummers throwing coloured powder at each other.
Leto has not only starred in the video but he also directed it under the pseudonym Bartholomew Cubbins.
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