The track is featured in Nicolas Winding Refn's new movie "The Neon Demon," reported Aceshowbiz.
The mid-tempo ballad mixes Sia's powerful vocals and the thumping beat produced by Diplo.
"One hand is holding your body/ The other is waving goodbye/ I love you but it's your turn to cry," she sings the chorus.
"The Neon Demon" was screened earlier this year at the 2016 Cannes Film Festival.
The 40-year-old singer recently made a return to the Billboard Hot 100 chart with a new version of her latest single, "Cheap Thrills".