The animated film shows a young version of the singer in a kind of dream world, partly dressed in outfits strongly reminiscent of her time in the pop group ABBA.
Animated versions of her two dogs also feature in the video, as well as Fältskog's first car.
"When I saw the video for the first time, I couldn't believe my eyes!" Fältskog wrote on Instagram on Wednesday.
"It was so beautiful. And so emotional. Everything was there, even my beloved dogs and the very first car I ever owned - It captured it all."
Fältskog had previously announced that she would be releasing a new album entitled A+ on October 13, the singer's first solo project in 10 years.
The catchy pop song Where Do We Go From Here? is the first single from it.
Agnetha Fältskog formed the Swedish cult band ABBA in the 1970s together with Björn Ulvaeus, Benny Andersson and Anni-Frid Lyngstad.
The group celebrated world successes with songs like Waterloo, Dancing Queen and Mamma Mia.
Fältskog later released several solo albums.
Then, in November 2021, ABBA released their first joint studio album in almost 40 years.
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