The song called Drag Me Down, premiered on iTunes and Spotify at 6.30am on Friday.
Niall Horan took to social media, writing: "Finally we get to say this! Have waited a long time but our new single Drag Me Down is out!!"
It's the band's first official single since Zayn Malik left the band earlier this year.
The former 1D member Zayn Malik announced this week that he is launching his solo career.
He quit the boyband in March 2015 saying he wanted to be a "normal 22-year-old".
One Direction have surprised fans by releasing a new single.