The song's music video was filmed in Queens, New York (the neighborhood of Long Island City, to be exact) and was directed by New York-based filmmaker Adam Bernstein, who had previously directed videos for The B-52s, Beastie Boys, Sir Mix-A-Lot, They Might Be Giants and Ween. It stars Steve as the song's narrator and drag queen Billy Beyond as the titular girlfriend.
The video was apparently intended as a partial parody of the many "alternative" rock videos of the time that featured surreal, meaningless, non sequitur imagery; for example, it includes a close-up shot of Jim Creeggan eating a stale piece of bread for several seconds. The words "NO MEANING" are even shown onscreen at one point.
- The band has been known to play the song acoustically in a bluegrass style, both during live concerts and on radio sessions.
- It was long rumored that the "girlfriend" in the video was actually played by English folk singer Billy Bragg or future BNL keyboardist Kevin Hearn.
- Andy Creeggan reportedly sprained his ankle during the video shoot while slipping on a pile of pumpkin innards; the footage of this was apparently left in the video.
- Part of this song was used in the background during a scene in the Baby Blues episode "Rodney Has Two Daddies."