Sex Shooter is the first and only video by Apollonia 6. It was released for broadcast three months after the release of the single. Exact shooting date and location are unknown, but it was likely shot in Summer 1984. The video was directed by Kenny Ortega.
Sex Shooter opens with Apollonia arguing with her boyfriend over the phone. After a virulent exchange in Spanish, she hangs up and tears up the photo of her boyfriend, namely Prince. She is joined by Brenda and Susan who are accompanied by two young men. To comfort her, they offer her to go to a rehearsal session and leave her "boyfriend behind". They then go to a rehearsal space and perform the song in front of the guys.
The version the song with an extended intro was created specifically for the video and was not released on an audio-only format.
In 2004, the video was included on the two Disc Special Edition - 20th Anniversary Edition of Purple Rain.
An alternate video for Sex Shooter was shot as part of a mini-movie with Happy Birthday, Mr. Christian, Blue Limousine and Ooo She She Wa Wa but the whole project (directed by Brian Thomson) was canceled during the editing phase.