The music video for the song was directed by Jonathan Glazer, previously responsible for Radiohead's "Street Spirit (Fade Out)" clip. The video premiered in August 1997 and featured Radiohead frontman Thom Yorke as well as Hungarian actor Lajos Kovács. Glazer had originally pitched the concept of the "Karma Police" video months earlier to Marilyn Manson, who disliked it.

Glazer: I regard "Karma Police" as a complete failure, because I decided to do a very minimalist, subjective use of camera, and tried to do something hypnotic and dramatic from one perspective, and it was very hard to achieve and I feel that I didn't achieve it. But I did feel like I achieved what I wanted to do in the "Karma Police" video when I did UNKLE's "Rabbit in Your Headlights" video. It's definitely a partner to the Karma Police video, a couplet for me. I did the UNKLE video because I felt I had missed emotionally and dramatically from a simple craft point of view.