U Make My Sun Shine is a Prince video released for broadcast and to promote the single and as part of the first installment of NPG Music Club in February 2001 (downloadable for the Premium members). The video delivred to television channels and aired by BET on 23 February 2001.
The video was presumably shot in late Summer - early Fall 2000 (it was premiered during a Paisley Park party on 14 October 2000). U Make My Sun Shine features Angie Stone, Kip Blackshire (his first appearance in a Prince video) and the four members of Milenia (who later became a trio). Prince sings his verses to Stone who is seated in a rotating chair and vice versa. The decor is simple with a video of clouds embedded in the background.