An accompanying music video for "Everything Is Embarrassing" was directed by Grant Singer with no budget; it was premiered through Pitchfork on October 1, 2012, and sees Ferreira singing in various locations throughout Los Angeles.

[1][6][7][8] With her debut studio album having been frequently delayed throughout the early 2010s,[9] Ferreira released her second extended play Ghost on October 2, 2012, while simultaneously continuing production of her full-length record.

The single was named "Best New Track" by Pitchfork the day following its premiere[3] In his review of Ghost, Jon Caramanica of The New York Times called the song "counterintuitive and brilliant" and "one of the year's unlikely pop gems".

"[33] In 2018, NPR ranked the track as the 149th greatest song by a female or nonbinary artist in the 21st century, saying: Sky Ferreira's 'Everything Is Embarrassing' marked her first foray into pop stardom – by that point, the 20-year-old had a successful career as a model and actress, but this downtrodden dance-pop single produced by 1980s revisionists Dev Hynes and Ariel Rechtshaid ushered in a new musical moment.

[35] On October 9, 2019 Ferreira in an Instagram post celebrated the recognition by Pitchfork, with a screenshot photo from the list, stating she would be 'releasing new music right before the decade (2010s) is over'.

[36] Capitol Records requested that an accompanying music video for "Everything Is Embarrassing" with no budget be filmed following the track's online premiere; it was directed by Grant Singer, who had previously directed the clips for Ferreira's tracks "Sad Dream" and "Lost in My Bedroom", and was filmed in one day in Los Angeles before Ferreira was scheduled to depart for New York City shortly after.

[37] It was premiered through Pitchfork on October 1, 2012;[38] the black-and-white clip sees Ferreira singing in various locations throughout the city, including a playground, on the Los Angeles Metro and the roof of the Capitol Records Building.