The music video premiered on MTV on October 14, 2010. The video was co-directed by Roboshobo and Gerard Way and features comic book author Grant Morrison. The music video was first previewed in the short trailer titled "Art is the Weapon" which was released on September 17, 2010. Album opener "Look Alive, Sunshine" was included in the music video. MTV posted photo previews on October 8, and a 30-second preview video on October 11. On a "Making of" video, Gerard Way expressed interest in shooting a third part to the Killjoy story.
