The music video was directed by Jean-Baptiste Mondino and features Madonna as a cowgirl walking down an automated treadmill in front of a projection screen, with cowboys dancing and straddling horses in the backdrop. The clip received two nominations at the 2001 MTV Video Music Awards, while also being nominated for a Grammy Award. The song was included in two of Madonna's concert tours: Drowned World (2001) and Re-Invention World Tour (2004). In 2014, Madonna appeared on Miley Cyrus' "MTV Unplugged" special and performed "Don't Tell Me" in a mashup with Cyrus' 2013 song "We Can't Stop". Two years later, she performed the song on her show, in Melbourne and Miami.