The Glamorous Life is the first video by Sheila E. released for broadcast and to promote the single. It was directed by Mary Lambert and shot at the Wiltern Theatre in Los Angeles, California in April 1984.
The performance footage features Sheila E. and a band composed mainly of members of her family or entourage : her former boyfriend Scott Roberts on drums, Benny Rietveld on bass, her sister Zina her sister Zina on guitar and her boyfriend Lee Williams Jnr on keyboards (although they both didn’t play these instruments), Juan Escovedo on keyboards, and Peter Michael Escovedo on straight soprano saxophone which was easier to dance with.
The performance is interspersed with black and white footage of Sheila E. in a fur coat being seduced by a man she just met. They both go to a building located in 'Secret Street' with flames flickering through the windows. A black guy was initially hired to portray Sheila’s love interest, but Prince’s camp felt that a white guy should be hired instead as they wanted the video and the song to cross-over and be a hit.
The video was nominated at the 1985 MTV Video Music Awards for "Best Female Video" (won by Tina Turner with "What’s Love Got to Do with It"), "Best Choreography In A Video" (won by Elton John with "Sad Songs (Say So Much)") and "Best New Artist In A Video" (won by ’Til Tuesday with "Voices Carry").
On 19 February 2021, The Glamorous Life was uploaded on Rhino’s official Youtube channel to promote the reissue of The Glamorous Life album.