"Got my hands in the air in despair/don't shoot/I just wanna do good," he raps on the track.
The song, which was released on Tidal, was accompanied by a long open letter in which Jay Z said he began writing the song "awhile ago," and considered releasing it after the 2014 murder of Michael Brown, in Ferguson, Missouri.
"I'm saddened and disappointed in this America," he wrote. "We should be further along. We are not. I trust God and know everything that happens is for our greatest good, but man ... it's tough right now."