"I hope this song is appropriate for the times. And I'm going to try not to bounce up and down too much to shake my telephone camera," Matthews said on Tuesday before he started playing his guitar and singing.
Matthews performed the song from his house in front of an abstract painting.
"Mercy, will we overcome this?/ One by one, could we just turn it around?/ Maybe carry on just a little bit longer?/ And I'll try to give you what you need," the musician sang.
"Mercy" appears on Away from the World, the eight studio album from Dave Matthews Band.
Meyers mentioned before the performance that Matthews is currently working with non-partisan group HeadCount, which raises voter awareness through music and culture.