The group, Future User, says the video, called "Clockwork," is about "police militarization." It was posted online Monday and also includes a clip of Eric Garner, who died after a police officer allegedly put him in a chokehold, shots of Trayvon Martin and his accused killer George Zimmerman, and several scenes of police brutality.
McEnroe said he got involved in the project through a friend, and called it "an experience I'll never forget," according to a press release.
In the video, the tennis star loses a match and then is kidnapped, tied to a bench and tortured.
S.W.I.M., a member of the band who appears masked in the video, told ABC News the torture scenes are entirely real.
"I zip-tied him and duct-taped him and tied him down and waterboarded him," said S.W.I.M, who declined to provide his real name. "You can see in the video, he's not acting. That's real."
He said he got the idea after researching Guantanamo Bay and how waterboarding was used as an interrogation technique.
"As citizens above the world, we should rise above that," he said.
Future User said it has other "very political" videos in the works.
McEnroe did not return a call requesting comment.