The 38-year-old singer – whose real name is Annie Clark – took to social media to share a clip to tease the track, which sees her running through a neglected apartment block, before picking up the phone.
Annie is heard answering: "Hello?", to which a deep voice replies: “Hello, Annie”.
Viewers are then instructed to "call now".
The voice then announces her music comeback as if it were an upcoming movie, saying: “She’s back in a new role like you’ve never seen here before. Featuring the new single, ‘Pay Your Way In Pain’.
“Nobody expected it, nobody believed it and nobody could stop it.”
Before signing off: “Daddy’s home", a nod to the speculated title of St. Vincent's hotly-anticipated record.
While there is no release date for the new song at present, the follow-up to 2017’s ‘Masseducation’ is expected to drop on May 14, according to an official poster which circulated online recently.
It read: “Warm Wurlitzers and wit, glistening guitars and grit, with sleaze and style for days. Taking you from uptown to downtown with the artist who makes you expect the unexpected."
The singer recently teased that her new LP is like the "sound of being down and out Downtown in New York, 1973."
She continued to weekly newsletter The New Cue: “Glamour that hasn’t slept for three days.
“In hindsight, I realised that the ‘Masseduction’ [album] and tour was so incredibly strict, whether it was the outfits I was wearing that literally constricted me, to the show being tight and the music being angular and rigid. When I wrapped that, I was like ‘oh, I just want things that are fluid and wiggly and I want this music to look like a Cassavetes film’.
“I wanted it to be warm tones and not really distorted, to tell these stories of flawed people being flawed and doing the best they can. Which is kind of what my life is.”
While in December, she said of the album: “It’s locked and loaded. And I’m American so I will only use gun metaphors.
“It marks a tectonic shift. I felt I had gone as far as I could possibly go with angularity.
“I was interested in going back to the music I’ve listened to more than any other – Stevie Wonder records from the early 70s, Sly and the Family Stone.
“I studied at the feet of those masters.”