The 27-year-old actress shared a sneak preview of her video shoot on Twitter, reported E!Online.
"So excited shooting my first music video today for the first album single," Michele tweeted.
The actress posted four behind-the-scenes shots of the set, which included two dimly-lit pictures of an eerie room featuring white columns and steps.
She shared two images of herself staring directly into the camera.
The brunette beauty, who plays Rachel Berry on 'Glee' later thanked the crew.
Also Read
"Truly an incredible day... Thank you," she wrote.
The song is about late boyfriend Cory Monteith, who was found dead in a hotel room in Vancouver on July 13.
