Joe Jonas and Khalid Honor Veterans with Emotional Video for Duet 'Not Alone' from Film Devotion

Joe Jonas and Khalid Honor Veterans with Emotional Video for Duet 'Not Alone' from Film Devotion
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If there's anyone who knows about devotion, it's veterans.

Joe Jonas and Khalid are exclusively premiering the music video for their ballad "Not Alone," from the soundtrack for Jonas' new film Devotion, with PEOPLE. Just in time for Veterans Day, the Quran Squire-directed video honors those who have served in the armed forces and also gives viewers a sneak peek of the new film.

"We definitely spoke about the idea of shooting this video as a separation of my two passions from music and acting," Joe, 33, said of the clip. "I'm not playing a character in this video, I'm myself. But we wanted the video to speak to the raw emotion of the song, so everything from the clothing to actually having one of the planes we used in the film."

Khalid, Joe Jonas
Khalid, Joe Jonas

Khalid and Joe Jonas

RELEASED: Jonathan Majors and Glen Powell Take Flight in Thrilling 'Devotion' Trailer: WATCH

The visual, unleashed on Friday, comes just hours after the duo shared the touching track, which was co-written with Harv and Ryan Tedder. In it, Jonas and Khalid swap verses as they sing of watching over their loved ones, and the video helps put that into perspective.

Filmed at Hanger 21 in Fullerton, California, the "Not Alone" visual shows Jonas and Khalid as they perform in front of an actual plane used in the Devotion movie, which arrives in theaters Nov. 23. Other scenes feature U.S. veterans as they sit among each other and reflect on their experiences.

"How can we take the emotion from a book, to the script, to the film, to a music video," Squire asks in a behind-the-scenes clip shared with PEOPLE. "That level of devotion to what it is you want to give of yourself, we all have to sacrifice at some point in life."

RELATED: Joe Jonas Says There's an 'Adjustment Period' to Balancing Career and Family: 'Learning as I Go'

Speaking on how Khalid got involved with the track, Jonas shared that he and the R&B star have been friends for a while, and that he "brings so much to the table." "Having him part of this co-write and also his beautiful voice [being] part of this brought it to a whole new level," Jonas said.

Khalid felt similarly about being part of the song. "I'm very thankful that Joe reached out to me to be a part of this. I think that the message is really special," he said. "The movie, he tells me, is incredible. I can't wait to see it for myself. And this is just a beautiful experience all around. Good vibes, good people, good energy. And I can't wait for you guys to hear the song and see the movie."

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The film, directed by JD Dillard, follows the story of Jesse Brown (Jonathan Majors), the first Black man to fly in combat for the U.S. Navy, during the Korean War. He forms a bond with fellow aviator Tom Hudner (Glen Powell) as the two end up facing the unimaginable, as one is shot down behind enemy lines and the other takes on a one-man rescue mission.

"It's a story about breaking through the limitations of society and breaking through the limitations of one's own fear, and the legacy that leaves," Majors, 32, previously told PEOPLE.

In Devotion, Jonas plays the role of Marty Goode, and previously shared that it was a "really special project" for him on a personal level. "[I] got the opportunity to work with some incredible actors who really challenged me, and you want to step up your game because you're like, 'Oh, this is fun, but this is going to be a challenge,' and you want to really respect the art of it," Jonas said. "The story's beautiful and I can't wait for everyone to see this."