The music video for "Montero (Call Me by Your Name)" was directed by Ukrainian music video director Tanu Muino and Lil Nas X and was released along with the single. Shot over two days in February 2021, it features Lil Nas X as various characters in biblical and mythology-inspired scenes. While in Los Angeles, Muino expressed her interest in working with Lil Nas X to Columbia Records; the label contacted her in late January 2021 while she was working on the music video for Cardi B's "Up". She spent two weeks on pre-production with her collaborators before shooting with Lil Nas X. Muino drew inspiration from Dante's Inferno and paintings by Hieronymus Bosch, including The Garden of Earthly Delights—a triptych depicting heavenly and hellish imagery and the Last Judgment. It was Muino's first video as co-director, part of which was done remotely via Zoom after she had falsely tested positive for COVID-19. Anthony H. Nguyen was responsible for the make-up in the video while the hairstyling was done by Evanie Frausto. Visual effects for the music video were done by Mathematic, a French animation studio based in Paris, in a process that took seven weeks. They opted for a video game-inspired look in order to spread a "message of tolerance".
