The accompanying music video for "Bedtime Story" was directed by Mark Romanek over a course of six days at Universal Studios, Universal City, California. Madonna had first approached Romanek to direct the music video of her Erotica single, "Bad Girl" (1993). Romanek recalled in the DVD, The Work of Director Mark Romanek, that "Bad Girl" was ultimately directed by David Fincher, but Romanek agreed to direct "Rain," the final video from Erotica. He was then approached by the singer's team and asked to work on "Bedtime Story."
