It is due out on Nov. 22.
A short film for Jackson's song "One More Chance" was made, but it was never released. He was charged with sexual molestation in 2003, right around the time the single was released. He was acquitted in that case.
Other videos include "Bad," which was directed by Martin Scorsese, and his most famous video, "Thriller."
The Associated Press contributed to this story.