[8] It features the band playing in a (presumably) underground venue when a dancing werewolf whose dancing is reminiscent of Michael Jackson (who died four days before the single was released and 30 days after the music video premiered) appears on stage.

The video then ends with the band having been murdered while Karen O continues singing, her head severed from her body.

The music video contains some mockery of horror in general; instead of blood, there is red glitter and confetti and Karen O keeps singing while decapitated.

The song was performed by Scarlett Johansson in 2021 for Universal's computer animated feature Sing 2 as a porcupine named "Ash".

"Heads Will Roll" was Amber Glenn's short program music for the 2023-2024 Figure Skating Season.