Don't Shoot Me, Santa marks the second time the group have hit the studio to record a festive song.
The band have also shot a video to accompany the track; this features frontman Brandon Flowers attempting to escape from a frantic, gun-wielding fake Santa, who has tied him up on a chair in the desert.
The odd video also sees the moody rockers playing oversized instruments, while Flowers sports a white, patterned Christmas pullover.
Source: WENN