He released "Open Letter" Thursday after two Florida Republican lawmakers questioned if his visit to Havana with wife Beyonce was officially licensed.
On the song, Jay-Z raps about his distaste for politicians and says, "Want to give me jail time and a fine, let me commit a real crime."
U.S. Treasury officials said Tuesday the couple's trip was licensed as an educational exchange.
Jay-Z and Beyonce are avid supporters of President Barack Obama. Jay-Z raps in his song, "Obama said, 'Chill, you gon' get me impeached, you don't need this (expletive) anyway, chill with me on the beach.'"
U.S. citizens are not allowed to travel to Cuba for mere tourism, though they can obtain licenses for academic, religious, journalistic or cultural exchange trips.