Dallas police say Badu's "artistic statement" could have landed the singer a year in jail, according to the Washington Post.
The video depicts Badu walking in front of the Texas School Book Depository, from which President John F. Kennedy was shot fatally in 1963.
As she walks, she strips nude and is "shot down" near where Kennedy was murdered.
On her Twitter feed, Badu says the video "was shot guerrilla style, no crew, 1 take, no closed set, no warning, 2 min., downtown dallas, then ran like hell."
Badu, who has three children, reportedly said she worried that she might have traumatized the children who were there at the time, reports CBS affiliate WCBS.