An accompanying music video premiered on 19 June 2020, depicting the journey of masked motorcyclist, who is drawn to a mysterious location before being chased down by an unknown pursuer.

[7] While Anna Sky Hulton from Planet Radio labelled the song an "amazing dancefloor filler", Ale Mancinelli from EDM Lab wrote that "['Secrets'] keeps some similarities with the sounds of ['Ride It'], however, [it] maintains originality and appeal".

[37][38] A computer-generated imagery (CGI) video, it tells the story of a masked motorcyclist who is drawn to a mysterious location, before being chased down by an unknown pursuer.

[39][40] The video also features remote appearances from Regard driving through the late-night streets on a motorbike and Raye performing the song on several television screens.

[39][41] Rob Ulitski from Promo News commended the video as "slick" and "futuristic" in its style and wrote that "[it] leans into more conceptual territory, and delivers a high-energy, quickfire succession of striking set pieces".

[39] Writing for Celeb Mix, Katrina Rees complimented the video as "epic", which according to her "is perfectly suited to the club-ready [song], and [...] will no doubt help it continue [its] growing success over the coming weeks and months".