Sia released her latest project with "Dance Moms" star Maddie Ziegler on Sunday.
The video sees Ziegler perform a synchronized dance with two other performers.
The trio wear matching nude leotards with attached bustles as they dance and make exaggerated faces for the camera.
"Cheap Thrills" appears on Sia's album "This is Acting," which is composed of songs she wrote that were rejected by other artists.
The singer told Rolling Stone last year "Cheap Thrills" was originally intended for Rihanna.
"I realized just as soon as I was cutting it that it sounded a little bit too Brit-pop for her," she said.
"We did actually send it to her, but they passed on it, and then I just couldn't stop listening to it in the car."
The teenager came to fame on Lifetime's "Dance Moms" reality series and will serve as a judge on Fox's "So You Think You Can Dance: The Next Generation" reality competition this summer.