The video for "My Own Way" was set to the fast-paced single version of the song and was directed by Russell Mulcahy. It was filmed in a studio decorated entirely in red, black and white.

The band performs the song while flamenco dancers twirl in the background, using the 3 colors to bombard our senses with the passion and excitement of a mythical matador, (Adrian Paul) clothed in black, seeking to avoid bloodshed as he bows before the magnificent black bull.