Bryan Ferry has shared his first original song in nearly a decade with “Star,” a collaboration with singer Amelia Barratt and Nine Inch Nails’ Trent Reznor and Atticus Ross.

The track, which features on the Roxy Music singer’s upcoming five-disc Retrospective: Selected Recordings, began as a demo the Nin duo sent to Ferry, who in turn teamed with Barratt to turn the sketch into “Star,” with Barrett handling lead vocals on the track:

“A couple of years ago I helped [Barratt] record an audiobook here in my studio. I was very impressed by her writing,...