A music video was shot at Brixton Academy in London,[4] and features Douglas and his Jewel of the Nile co-stars Kathleen Turner and Danny DeVito as lip-synching backing vocalists.

The video was initially banned on Top of the Pops because the actors were not part of the Musicians' Union, meaning DeVito's miming of the saxophone solo went against the rules.

[5] Jerry Smith of the Music Week magazine gave a critical review of "When the Going Gets Tough, the Tough Get Going", stating it was a "very slick US pop number" that "lacks substance and is barely saved by Ocean's strong vocal performance".

Irish boy band Boyzone recorded a cover version for the 1999 Comic Relief telethon, shortening the title to "When the Going Gets Tough".

The video included Graham Norton, Jo Brand, Phill Jupitus, Mel Smith, Davina McCall, Harry Hill, Steve Collins, John McCririck, Jimmy White, Mystic Meg, Will Mellor, James Dreyfus, the cast of Emmerdale, Adam Buxton and Joe Cornish, and Ulrika Jonsson and Saracen from Gladiators.