She is seen dancing with "45 club kids" in the promo, according to New York Post.
"That [bleep] was crazy? my fiancé was dressed as a unicorn. We make out in the video, which is very funny. We're like, 'This feels like a party!' so it's dope," she said after the shoot.
Miley donned leather shorts for the shoot, which was a far cry from her days filming Hannah Montana for the Disney channel.
She is seen leaping out of a birthday cake at one point, while sources claim she entertained the crew by performing a sexy striptease during the shoot.
Miley has debuted a new image recently, shedding her long hair in favour of a bleached blond crop.
The 19-year-old is a known fan of Beacher's Madhouse, having previously watched an 82-year-old stripper perform there.