It is Led Zeppelin's only non-album track released during the band's existence. It did however appear on the Atlantic Records UK various artists LP, The New Age of Atlantic, released in 1972. The song was first released on CD in October 1990 on the 4-CD Led Zeppelin Boxed Set collection.
In 1992, as a 20th anniversary release, "Immigrant Song"/"Hey, Hey What Can I Do" was released as a "vinyl replica" CD single. In 1993, "Hey, Hey What Can I Do" was included on The Complete Studio Recordings 10-CD box set, as one of four bonus tracks on the Coda disc as well as the subsequent 12-CD Led Zeppelin Definitive Collection box set released in 2008. In 2015, the song was also included on disc one of the two companion discs of the reissue of Coda.
In 2007, Led Zeppelin released the track online along with the rest of their back catalogue, as a bonus track on Led Zeppelin III. The song was also released as the B-side of the "Stairway to Heaven" 7" 45 RPM picture disc.