There are two music videos for "Never Let Me Down Again". The original version, from Strange uses the "Split Mix", minus the intro and outro, and during the EBM portion, Gahan's pair of dancing shoes are shown walking without anyone wearing them, before someone puts them on and wears them to dance. There is also a shortened one with just the Single version of the song, without the dancing shoes. It appears on The Videos 86>98 and the DVD of The Best of Depeche Mode Volume 1. They are directed by Anton Corbijn.