In a sneak peek photo from the set, Immodesty can be seen lying across Duncan James, Lee Ryan, Simon Webbe and Antony Costa - who all look rather dapper to say the least!
Immodesty, meanwhile, is wearing a saucy black costume teamed with a giant feather boa. And in true burlesque style, she completed her look with a red hot pout.
After spending the day filming with the boys, Immodesty tweeted the picture to her followers. Alongside it, she said: "Today on set with Blue #immodestyblaize #blue #shoot #YouBreakMyHeart."
'You Break My Heart' is taken from Blue's latest album Roulette and will be released in the coming weeks.
To get you in the mood until then, check out Blue's vintage video for 'All Rise' below!