The term "sweat bullets" means to be very nervous or anxious about something. About the lyrics, Dave Mustaine stated "I wrote that about myself. It was pointed out to me that I'm kind of schizophrenic and that I live inside my head. Which is something I don't subscribe to, but I enjoyed the theory nonetheless.", and "I think all of us are sweating bullets all the time. Society's a joke right now, and people are getting more and more hostile. When you think about having an evil twin or schizophrenia, I think a lot of us are schizo, because we live inside our heads. There's someone we all confer with; it's called our conscience. Some people cannot control their other side; it takes them over. Everybody has that psychotic side. Everyone has a thing that will make them snap."
The music video for "Sweating Bullets" (directed by Wayne Isham) features Dave Mustaine living in an insane asylum. While looking at a mirror, someone grabs him, revealed to be himself. As the other Dave Mustaine talks to him, more Dave Mustaines appear and interact with the original. The other band members are also represented visually to have the same Dissociative identity disorder.