The cover of the single was shot by top fashion photographer Steven Meisel. The cover for her album "Daydream" is a cropped version of the single cover. Carey directed the music video for "Fantasy", making it her directorial debut. Carey created the video's concept and chose the filming location. After being disappointed with the final result in many of her previous videos, Carey decided to single-handedly direct the video. The video showed Carey's rollerblading through Playland Amusement Park in Rye, New York, singing and enjoying herself. The video concludes with Carey dancing atop the sunroof of a car, with many others present and enjoying the music and celebration.