The 21-year-old singer was born in the country's capital of Pristina, but moved to London with her parents as a baby.
However, it sounds like she was thrilled to be back in her home country and had a great time shooting the new visual.
She tweeted: "I'm in Kosovo!!! This is unbelievable. Best video shoot I've ever been on! Let's do this!"
Rita also tweeted a few behind the scenes snaps of the shoot, including one of her wearing a motorbike helmet and admitted that she can't wait for her fans to see the finished version.
So far this year, the young songstress has been scoring hit after hit, with her debut album 'Ora' also reaching the No.1 spot last month.
And no doubt she's got another knockout video on her hands. We're looking forward to seeing it!
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Watch Rita Ora's music video for 'R.I.P' below: