The performance on Monday was a part of Jimmy Kimmel Live's Concert Series. Mayer performed on a big stage where he was joined by a full band and backup singers.
"I'm not a fallen angel, I just fell behind/ I'm out of luck and I'm out of time/ If you don't wanna love me, let me go/ I'm runnin' for the last train/ I'm runnin' for the last train home," Mayer sang.
"Last Train Home" is available to stream on Spotify, Apple Music, Amazon Music, Deezer, Soundcloud and YouTube.
The song will appear on Mayer's upcoming eighth studio album titled Sob Rock, which will be released on July 17. Mayer last released The Search for Everything in 2017.