The track is released via RCA on June 3 and is followed by Grimshaw's debut album Misty Eye on August 13.
Grimshaw first found fame as an X Factor contestant in the seventh series of the talent competition.
"I didn't really know what I wanted from it," Grimshaw said of his time on the show.
"I love music, and I knew I could sing, but I didn't think I was X Factor material.
"I'd been given this opportunity and I didn't want to waste it. But I had no idea what sort of music was really me. Everyone else had their own ideas, but all I knew was what I didn't want."
Since his time on the show, Grimshaw relocated from Blackpool to London and spent two years writing and recording demos at his home studio.
His album has been recorded with songwriter/producer Jarrad Rogers, who has previously worked with Lana Del Rey and Tinchy Stryder.