The video, filmed to appear like one seamless shot, was recorded at London's Palladium. "One Last Song" opens with Smith singing the track on the venue's stage surrounded by ballet dancers before he abruptly leaves for a walking tour of the iconic theater through its regal halls and stairwells. The video concludes with Smith atop the Palladium's roof as dancers rehearse around him.
"One Last Song" follows Smith's video for "Too Good at Goodbyes" off The Thrill of It All, which ranked at Number 10 on Rolling Stone's 50 Best Albums of 2017 list. The singer has also announced plans for a 2018 tour.