Cry, Cry, Cry is a video by Judith Hill released for broadcast and to promote the single. It was shot at Paisley Park Studios in Chanhassen, Minnesota in October 2013 and uploaded on Hill’s official YouTube account on 8 December 2015.
The video is a performance of the song at Paisley Park Studios, Chanhassen, Minnesota.. The band includes Kirk Johnson and Mono Neon who were also in Prince’s band at that time, as well as Kip Blackshire, Chance Howard and members of the NPG Hornz (Marcus Anderson, Keith Anderson, Steve Reid, and Lynn Grissett).
The session was initially shot in color but converted to black and white for the video. Excerpts of the session as it was shot were included in the promotional video for the album Back In Time, titled Back In Time (Behind-The-Scenes at Paisley Park) and uploaded on YouTube on 17 September 2015. Performances of other songs from this album are also included in that video which also features a cameo by Prince in an humourous scene.