Music video director Thom Oliphant shot the clip for the King/Chapman duet at a hotel in Oakland, California. "What we created for 'The Thrill is Gone' was this guy looking back on his life and the great moments of it that had happened," he said in his Songfacts interview
. That song is such a classic, I mean, how do you really do a video to it?"
The story revolved around the actors while King and Chapman performed in the lobby, which suited King just fine. "At the time, almost everything B.B. had done were these great documentary moments where it was him on stage with his guitar. He hadn't really done anything that was conceptual. So he didn't really participate that much in it, because he's reticent to be anything other than B.B. King."