The 48-year-old rapper surprised fans with the five-song EP, on Friday.
The new collection of songs was produced by Missy, her longtime collaborator Timbaland, and Wili Hendrix.
Along with the new EP Missy released the music video for Throw It Back, a single featured on Iconology.
The clip stars Teyana Taylor and in a brightly coloured dreamlike world that Missy runs.
About the new release, Missy said: "This year has been a tremendous year for me… I am humbled and grateful."
READ HER FULL STATEMENT HERE:
WATCH THE VIDEO FOR THROW IT BACK HERE: