An accompanying music video was released for the song, featuring Madonna running away from the paparazzi until she arrives at home. The video faced strong reaction in the media due to the paparazzi chase sequences, a scenario similar to Diana, Princess of Wales's death in 1997. The song was performed in two of Madonna's tours, these being the Drowned World Tour (2001) and the Confessions Tour (2006). She also performed the track at the London stop of her Rebel Heart Tour (2015–16), in memory of Collins, as well as the show in Melbourne.