Crying in the Club is the first release from her upcoming debut solo album The Hurting, The Healing, The Loving.
The singer said the album "is the story my journey from darkness into light, from a time when I was lost to a time when I found myself again."
Sia co-wrote the single and it was produced by Benny Blanco, who has previously worked with the likes Katy Perry and Ed Sheeran.
Camila will perform the song live for the first time on TV at the Billboard Music Awards in Las Vegas later this month as well as another new song I Have Questions.
The music video features a bit this song at the beginning the Crying in the Club video too.
The new album features collaboratiions with Pharrell, Frank Dukes, Charli XCX, Ryan Tedder, MXM, Diplo, Benny Blanco, Sia, Stargate and more.
Camila left Fifth Harmony late last year with the group confirming her departure social media.
"After 4 and a half years being together, we have been informed her representatives that Camila has decided to leave Fifth Harmony," the statement read.
"We wish her well."
The band, consisting Ally Brooke, Normani Kordei, Dinah Jane and Lauren Jauregui, said that despite the loss they would carry on as a group.