It Must Be Done will feature in the season finale of hit drama The Americans when it airs on 30 April (14).
The rocker teamed up with the show's composer Nathan Barr to compose the track and admits it was a lot of fun to work with the cellist.
He tells Billboard.com, "Nate composes on the cello, an instrument my partner and orchestrator Rachel (Fuller) uses, so I have listened to a lot of cello music and I have really fallen in love with it.
"We exchanged ideas (between England and Los Angeles) and I was immediately struck by this very evocative piece he had written, very plaintive. I added some guitar, then came up with some lyrics.
"It's almost like jazz. I'm responding to something he wrote, he's responding to something I write, almost like live music. I was surprised by the intimacy.You're so focused on what is essential.
"I wanted to keep it very simple. Here's this couple whose whole life is about duty, duty without honour, duty without explanation. There are no accolades.They're not living a lie but doing things they find hard to do. Everybody has a part of their life that's difficult to explain. For me it's 'Why the f**k am I in the Who?'"
The hit show features Matthew Rhys and Keri Russell as Soviet intelligence agents posing as a married couple to spy on the American government.