Taylor also wore a leather jacket to go with the grungy hair style, along with cut-off denim shorts, Converse sneakers and a plaid-clad hipster boy on her arm.
We are not sure if it's a wig or her real hair, considering the singer had blonde hair hours earlier at the American Music Awards, where she won the award for favourite female country singer.
"Thank you so much for the AMA!" Taylor tweeted. "You're unreal. I went straight from the awards to a night video shoot. Long day but so worth it."
The song is Taylor's third single from her album Red and mixes her country style with that of dubstep
"I brought in this chorus to Max Martin and Shellback and just kind of played it for them," Taylor told MTV last month. "And it was just piano/vocal, and I was like, 'At the end of the chorus, I want it to just explode.'
"And it ended up having a bit of flare to it that is reminiscent of dubstep. It's very subtle, but I'm really excited because it actually sounds like the intensity of that emotion that I wrote about."
"I want [fans] to blast it in their cars." Taylor said in another MTV interview.
While there is no indication of when the music video will be released, we can confirm that the mysterious cute guy on Taylor's arm is Reeve Carney, a singer-songwriter and actor from New York.
Who won big at the awards? Find out in our winners' blog here!