Rush is showing the video to gun control groups including Mayors Against Illegal Guns, Americans for Responsible Solutions and the Brady Campaign to Prevent Gun Violence.
The spot is a reaction to the Senate's failure to pass an amendment offered by Sens. Pat Toomey (R-Pa.) and Joe Manchin (D-w.Va.) to expand background checks to gun shows and internet sales.
Rush wrote and directed the 2010 film starring Will Ferrell entitled "Everything Must Go."
Watch the video above.