Cinnamon Girl is a Prince video released for broadcast and to promote the single. The video was included in an enhanced part of the US CD edition of the single along with a behind-the-scenes clip. Cinnamon Girl was premiered on television on 4 October 2004.
The video, directed by Phil Harder, stars Prince and The NPG as well as young actress Keisha Castle-Hughes. The performance footage of Prince and the band was shot at studio Broadway Stages in New York City, New York in the first week of July 2004, prior to the New York shows on the Musicology Tour. The footage of Keisha Castle-Hughes was shot in Paisley Park Studios in late August 2004. The video shows high contrast black and white footage over water paint colored background images by artist Erin Goedtel.
The Cinnamon Girl video follows the narrative of the song and is Prince’s most direct and less allegorical political video as it adresses the discrimination faced by Arab-Americans since 9/11. It follows the torments of an Arab-American teenager in an America after 2001. While she was equally shocked as her fellows by the tragic 9/11 attack, she is held responsible by amalgam. The character played by Keisha is fed up with the prevailing anti-Arab sentiment that she meets in everyday life (humiliations, suspicions, bad looks, ransacking of her parents’ store, insulting graffitis in the street...). Disillusioned, pushed to the limit and angry, she turns into a human bomb and commits an attack in an airport causing other victims. After these images, it is revealed that this attack was only one of her thoughts but that she was able to resist the pressure and avoid taking action.
In the video, Prince has 5:5 written on his forehead (with the first '5' mirrored). It may be a reference to Matthew 5:5 also mentionned in the lyrics of Dear Mr. Man: "Blessed are the meek for they shall inherit the earth."