The 43-year-old country music singer performed the song during Thursday's episode of the NBC late-night show. The episode aired ahead of Father's Day, which falls on Sunday.
"Build Me a Daddy" appears on Bryan's forthcoming seventh studio album, Born Here Live Here Die Here. In the song, Bryan tells the story of a boy in a toy shop missing his soldier dad.
"Could you build me a daddy?" Bryan sings. 'Cause I sure miss him / Maybe you could bring him back / If I walked in with him, it'd sure make mama happy / If you could build me a daddy."
Bryan released a music video for "Build Me a Daddy" last week.
"There are people out there who are going to really, really relate to this song and it's going to affect them in a beautiful way," the singer said on Instagram.
"#BuildMeADaddy tells the story of a boy and his dad in a beautiful and emotional way. I hope this song and this story touches you, in the same way it touched me," he added.
Bryan has two sons, Thomas, 12, and Tatum, 9, with his wife, Caroline Boyer. The couple are also raising his sister Kelly's three kids, Til, Jordan and Kris. Kelly died in 2007 and her husband, Ben Cheshire, died in 2014.
"You don't want to sound like you love having them so much that you're glad it's the situation," Bryan told Billboard in 2015. "But we're honored to be doing what we feel was the right thing."
Bryan will host CMA: Best of Fest, a new special featuring memorable moments from the CMA Fest music festival. The TV special airs July 9 at 8 p.m. ET on ABC.
In addition, Bryan will perform during the ACM Awards in September. The awards show will take place in Nashville for the first time in an attempt to reduce travel for participants due to the coronavirus pandemic.