The music video for "When I Think of You" finds Jackson going around a neighborhood. Each location she visits has the same mysterious man in different costumes saying a brief statement to her and then vanishing as she turns around. The director of "When I Think of You", Julien Temple, would later direct Jackson's "Alright" video, and both videos have a similar style. Some scenes were staged by Hollywood choreographer Michael Kidd. "When I Think of You" has only five cuts. The video is similar to the opening segment of Temple's 1986 film "Absolute Beginners", which stars David Bowie and Sade. The style is that the video is assumed to be one long take, but in fact it is five smaller takes. Although fluid in nature, obvious differences can be seen in the edits, especially when she comes out of the back door of the club, and a photographer takes her picture, with the flash acting as an edit. Two of Jackson's nephews, TJ and Taryll Jackson, make a cameo in the video. The video was choreographed by Paula Abdul, who also appears in the video.