The "riddling" lyrics caused much puzzlement and speculation among listeners as to their meaning; Kershaw claims that there is in fact no meaning at all, simply being a "guide vocal" thrown together to fit the music. Kershaw stated "In short, 'The Riddle' is nonsense, rubbish, b*ll*cks, the confused ramblings of an 80's popstar." 
The music video to "The Riddle" depicts Kershaw walking through a house shaped like a question mark, making his way through certain obstacles and looking through drawers while singing. The video depicts many references to Lewis Caroll's book Alice in Wonderland with an appearance of young girl exiting the room through a small door, two portly gentlemen who resemble Tweedle-Dum and Tweedle-Dee and an observation made by Kershaw to Through the Looking Glass.
At the beginning of the music video Kershaw is seen trying to get through a door with a screwdriver. The video ends with the camera moving up away from Kershaw to reveal that the question mark is lying in the street, at which point a man in a green costume seen earlier in the video comes and picks it up. The green man is the Riddler, a villain from the Batman comics. Kershaw claimed the video was inspired by his love for post-modern artistic expressionism.
"The Riddle" was covered as a dance song by Gigi D'Agostino, which was released in D'Agostino's album, L'Amour Toujours. The same lyrics are used as in Kershaw's song, but the order is changed and the tempo is faster.
For this song, Gigi D'Agostino created a new music video, but kept it in a surrealist style, similar in spirit to Nik Kershaw's music video. The music video, which was made by Andreas Hykade, features La Linea styled animation, taking place entirely with white lines on a light green background. The length of the video is 3:36 but the track on L'Amour Toujours lasts 4:45.
Ukrainian band Скрябін used the song's intro melody in their song "Любити платити" (to love to pay) in 2002 with Nik Kershaw accompanying on keyboard. Other covers have been performed by Thunderstone, Prezioso, De Heideroosjes and Audiosmog.