 Capitol Records requested that an accompanying music video for "Everything Is Embarrassing" with no budget be filmed following the track's online premiere; it was directed by Grant Singer, who had previously directed the clips for "Sad Dream" and "Lost in My Bedroom", and was filmed in one day in Los Angeles since Ferreira was scheduled to depart for New York City shortly after.It was premiered through Pitchfork on October 1, 2012; the black-and-white clip sees Ferreira singing in various locations throughout the city, including a playground and the roof of the Capitol Records Building.In her debut television performance, she performed the track on "Late Night with Jimmy Fallon" on January 7, 2013.