"Missing My Baby" was one of the first Selena songs to be played on radio stations after she was murdered by Yolanda Saldívar, her friend and former manager of her Selena Etc. boutiques. A music video of the song, incorporating footage from Selena's personal home videos, was released for VH1 in 1998 to promote the triple box-set "Anthology". "Billboard" reported that the video was the 47th most played music video for that channel in the week ending 5 April 1998.