What Did Jack Do? clocks-in at 17 minutes and depicts Lynch’s detective asking a number of bizarre questions to the anthropomorphised monkey.
The grainy black-and-white movie is typically surreal and ends with an even stranger final few moments.
The monkey’s voice is credited as ‘Jack Cruz’, though it’s unclear exactly who is really behind it.
Lynch’s last big project was the Twin Peaks revival series, which was released back in 2017 to great acclaim.
Last year, the director received an honorary Academy Award at the Governors Awards ceremony, though made a very short speech.
“Thank you all very much,” he began. “To the Academy of Motion Picture Arts and Sciences, thank you for this honour. And to all the people who helped me along the road.
“Congratulations to the other honourees tonight, and everyone have a great night.”
He then ended as he addressed his Oscar statuette: “You have a very interesting face. Good night.”
Meanwhile, it was reported back in 2018 that Lynch was in the process of raising funds to adapt 1983 novel Love in Vain: The Life and Legends of Robert Johnson by Alan Greenberg into a film.
The adapted screenplay for the book tells the wider story and the myths surrounding legendary Mississippi Delta blues musician Robert Johnson, and has apparently been left untouched for years.