The music video for "Heads Will Roll" was directed by Richard Ayoade. It features the band playing in a (presumably) underground venue when a dancing werewolf whose dancing is reminiscent of Michael Jackson (who died four days before the single was released) appears on stage. A light flashes halfway through the music video and the werewolf transforms. He then proceeds to chase after the audience and kills most of them. The video then ends with the band having been murdered while Karen O continues singing, her head severed from her body. The music video contains some mockery of horror in general; instead of blood, there is red glitter and confetti and Karen O keeps singing while decapitated. In the UK, there are two different versions of this video, the second replacing the violent conclusion with repeated clips from the previous section of the video, but it shows the confetti falling onto the band.