 The music video for "King of Sorrow", directed by Sophie Muller, was filmed at and around the Normandie Hotel in San Juan, Puerto Rico.It follows the dilemma of a single mother struggling to conciliate her children's needs with her dream of becoming a singer.Tanya Rena Jefferson of AXS stated that "Sade sings a heartfelt song that is sad and deep of sorrow and no one can take her sorrows away.