The video for "Why Does My Heart Feel So Bad?" is completely animated and features Little Idiot from the single cover (and his dog from the remixes cover). The video reveals that they live on the moon and the rest of the video revolves around their adventures on Earth through snow, war, and rain. The ending shows Little Idiot and his dog going back to the moon climbing a ladder. It was created in 1999. It was inspired by the book "Little Prince" by Antoine de Saint-Exupéry.