The music video was made for the movie
With Honors (1994) and directed by Alek Keshishian, who had previously directed the live performance versions of "Like a Virgin" (1984) and "Holiday" (1983). The music video portrayed Madonna singing the song in a stylized recording studio. Her look and style was compared to the imagery of the music video of previous single "Rain". The androgynous portrayal of Madonna smoking in the last shot, was appreciated critically for breaking gender barriers.
—Peter-Patrick76 (peter-patrick@mail.com)