The singer, 46, debuted her emotional upcoming single "Used to Love You" during her MasterCard Priceless Surprises concert in New York City, reported People magazine.
"I just want to share a song that I wrote recently," Stefani told fans before singing the powerful number.
"This song is really special," she added.
Stefani belted out her personal lyrics.
"I thought I was the best thing that ever happened to you and I guess nobody taught you how to love."
Stefani and Rossdale - parents to Kingston, nine, Zuma, seven, and Apollo, 19 months - announced their divorce in August after 20 years together and nearly 13 years of marriage.