3 Chains O' Gold is collection of videos of songs from the album, loosely following the story told in the albums segues, albeit they were shortened and some omitted on the album as it was released, resulting the narrative being less clear on it. The video attempts to present the fuller story of the Princess of Cairo (Mayte) whose father is assassinated by 7 men and left with 3 Chains O' Gold. She seeks Prince’s help by sending him a video. Upon seeing it he falls in love with her, but is reluctant to commit. After dating other women and sowing his wild oats he realizes his heart belongs to Mayte.
Footage for some of the videos were filmed in Egypt, where Mayte traveled there with Randee St. Nicholas in late 1991, quite some time before the album was released. The rest of the videos were mostly shot at Paisley Park Studios.