The Anton Corbijn-directed music video for “Personal Jesus” is his first Depeche Mode video in colour, and features the band in a ranch (suggested to appear as a brothel), placed in the Tabernas Desert of Almería, in Spain. MTV edited out some suggestive mouth movements of Martin Gore during the bridge and replaced it with some other footage from the video. The song was inspired by the book Elvis and Me by Priscilla Presley. According to songwriter Martin Gore:
It’s a song about being a Jesus for somebody else, someone to give you hope and care. It’s about how Elvis was her man and her mentor and how often that happens in love relationships; how everybody’s heart is like a god in some way, and that’s not a very balanced view of someone, is it?