The Texas singer's confronting video came a short time after he hit out at legendary pop star Madonna for posting photos in revealing outfits.
One of her racy posts – which saw her donning lingerie – attracted a comment from Nelly's official account, which read: "Some things should just be left covered up."
Fans have taken to Twitter in droves after the video leak:
It is not known who the woman is in the video, however she is clearly visible.
Nelly – real name Cornell Iral Haynes Jr – shot to fame in the early 2000s with his debut album, Country Grammar, with his follow-up album Nellyville producing number-one hits Hot in Herre and Dilemma.
The singer has attracted negative headlines in recent years, after being arrested in Washington in 2017 on suspicion of second-degree rape after a woman alleged that he invited her onto his tour bus and raped her.
Nelly denied wrongdoing, and later it was revealed he would not be charged in the case because the alleged victim declined to co-operate with police.