Unverified video of the star on Thursday morning was published by TMZ, which featured the singer dancing in the street in just his underwear and cowboy boots, and inviting people passing by to "come to the party".
The rapper is expected to release his much-anticipated second studio album Dreamboy later this year, teasing his new music on Instagram ahead of the drop.
Born Montero Lamar Hill, Lil Nas X became the first openly gay man to receive a Country Music Association award, after he won with Old Town Road in 2019.
The song also won two Grammys and broke the record for the longest-running number one song on the Billboard Hot 100, after 17 weeks at the top of the charts.
The singer has courted controversy throughout his career, with conservatives in the US calling the music video for his hit single Montero (Call Me By Your Name) "depraved" and "evil".
The singer responded with a fake apology video on YouTube, which cut into Montero's infamous lap-dancing scene, and wrote on Twitter that he wanted his haters' tears to "fill my Grammy cup".