The image features 20-year-old Grande wearing leather and posing on a motorbike, reported Ace Showbiz.
Grande revealed the single, which features Aussie rapper Iggy Azalea, last month after posting snippets of the song to her Instagram account.
The singer disclosed that she originally didn't want the single, which has become a record-breaking hit, to feature on her new album.
'Problem' will be lifted from Grande's upcoming second album.