The artwork for "Come into My World" was photographed by Nick Knight, who also photographed the single artworks for "Love at First Sight". During 2002, Minogue launched her Love Kylie lingerie collection, and enlisted Knight to photograph Minogue to promote it; out takes were later re-used for the artwork of "Love at First Sight". Knight was requested by Minogue to shoot the artwork for the "Come into My World" cover sleeve, which features Minogue holding a bouquet of flowers; different coloured lights are projecting against Minogue's skin, similar to the work of her 1997 album, Impossible Princess. The second CD features a different pose in the same set, and the DVD artwork features a close-up of the first CD. Minogue's creative collaborator, and close friend, William Baker, commented about the photo shoot; "Kylie possesses that indefinable star quality and charisma that is so often lacking in many of her contemporaries." A high-quality out-take of the single was included into Minogue's 2012 coffee table book, Kylie / Fashion.
