The music video was filmed close to the time of the original studio recording of the song. The video's location takes place in central London, with scenes alternating between shots of a man following a woman through a street lined with pornographic cinemas, and Ronnie James Dio singing from a rooftop. The implied malicious intent of the man is made evident during the guitar solo, when guitarist Vivian Campbell (and later bassist Jimmy Bain) appear and effectively "scare" him away after he follows the woman into a moviehouse, with the woman kissing Campbell on the cheek in apparent gratitude. The video includes shots of tourist attractions such as Nelson's Column, Westminster Bridge, Piccadilly Circus, and Soho.
The band Goldfinger briefly plays the song in their cover of the Duran Duran song "Rio", appearing on the Duran Duran Tribute Album (1997). The last chorus pays tribute to Dio. The music video for the song also utilizes clips from the original Rainbow In The Dark music video.