Steinfeld kicked off the new year with the heartfelt ballad, prompting fans to believe that a new album could arrive in the coming months.
A few days after the song's release, the singer-songwriter unveiled the accompanying music video for "Wrong Direction."
The visual was notably directed by French filmmaker Alexandre Moors, who has previously helmed videos for Miley Cyrus, Kendrick Lamar, Schoolboy Q and Juice WRLD.
The clip finds Steinfeld getting soaked under the rain before meditating on a tumultuous relationship inside a bathtub, singing "Couldn't even see you through the smoke/Lookin' back, I probably should have known/But I just wanted to believe that you were out sleepin' alone."
"Wrong Direction" arrived a few months after Steinfeld unveiled her latest single, "Afterlife," which appeared on the soundtrack of the Apple TV+ original series "Dickinson."
The new series finds the Academy Award-nominee portraying 19th-century poet Emily Dickinson, with Steinfeld also executive producing the latest streaming project from Apple TV+.
In a recent sit-down with Zane Lowe, Steinfeld explained that "Afterlife" is indicative of the musical direction she will be exploring on her forthcoming new album, which will follow her 2015 debut EP "Haiz."
Details about the studio opus are still scarce up to until now, as the hitmaker still has to announce an official release date.
While her sophomore album is on its way, Steinfeld is is slated to star in the new romantic comedy, "Voicemails for Isabelle," which will be helmed by "Bridget Jones' Diary" director Sharon Maguire.
In the meantime, discover the music video for her newest single, "Wrong Direction," below: