The group - compromising of Matt Bellamy, Chris Wolstenholme and Dominic Howard - dropped the track, which is available for download now, reported Contactmusic.
"When I was writing this song I was looking to counteract negativity in the world and give inspiration, optimism and hope to people to fight for the causes they believe in; that as individuals we can choose to change the world if we want to," Bellamy said.
"Dig Down" marks the first standalone single Muse have had since 2010's "Neutron Star Collision (Love Is Forever)".