"And They Call Me Mad?", will play at noon EDT Monday, one day before its release, as part of Sirius XM's Raw Dog Comedy channel.
The 7-inch vinyl record's flip side features an interview with O'Brien by Jack White, whose Third Man Records is releasing it. White's label also is releasing "Conan O'Brien Live at Third Man," recorded live in Nashville, Tenn., in June.
The records will be available at Third Man's website.
O'Brien has spent the summer on his "Legally Prohibited From Being Funny On Television Tour." The former "Tonight" host's new TBS show starts in November.