She sings in the chorus: "I'm in the secondhand smoke, still just drinking canned coke. I don't need a Xanny to feel better."
The video continues with hands burning out cigarettes on Eilish's face, a reference to the lyrics in the chorus. It ends with the musician walking away from the bench as the room fills with thick smoke.
In March Eilish told The Guardian she has never done drugs.
"I've never got high, I've never smoked anything in my life. I don't give a f***, I never have. It's just not interesting to me. I have other sh** to do."
She explained the song's message wasn't telling people to not to drugs, but for people to use them safely.
Eilish says about the video: "I'm very excited to share my directorial debut. Visuals are so important to me, and I'm very proud to be in a place where I can present my creative vision exactly as I want it."
Last month the pop prodigy earned six Grammy nominations and became the youngest ever artist to receive nominations in the four major categories.
