The angst-filled, steamy clip which was released on Tidal Thursday. The Pretty Little Liars actress stars as Jonas' ex-girlfriend and the two reunite and get pretty hot and heavy in a shower scene.
"Shay is amazing," Jonas, 23, told E! News exclusively. "She's obviously gorgeous and an amazing person. I think she's matches her beauty in her personality. She's really sweet. She was willing to dig really deep in the video. It's an emotional song and required pretty intense acting situations as well. I thought she killed it."
"Under You" is the first single from on Jonas' album Last Year Was Complicated, which hits stores Friday. Jonas made his comments to E! News at a listening session for the Target edition of the record in New York.
Jonas and Mitchell filmed the music video of "Under You" last year.
"When I got the call, and they were like, 'Nick is doing this music video off his new album, and we want you to be part of it,'" the 29-year-old actress told Teen Vogue. "I listened to the song. Right away, I was like, 'I don't care if I'm in the video or not, but this is my new favorite song.'"
She told the magazine that in the video, her legs had to be covered in makeup to hide bruises she sustained while filming stunts for Pretty Little Liars.
"My makeup artist was like, 'What did you do to your legs?'" she said. "They had to keep coming into the shower to cover up the bruises because I was bruised all over."
Watch E! News tonight at 7 and 11:30 p.m. on E! to hear more from Nick Jonas.