The clip, which carried a 24-hour exclusivity window to boot, was the first ever by a major music star to debut on the social networking site, reported People magazine.
Jay Z has more than 17 million Facebook fans.
"What we're doing with Jay Z today is really exciting and we think emblematic of the evolution for music and how musicians can connect with their fans," Nick Grudin, head of content partnerships for Facebook, said in a statement.
'Holy Grail' is a song by the 43-year-old hip hop artist from his twelfth studio album Magna Carta Holy Grail. It features vocals from singer Justin Timberlake and serves as the album's first single.