A music video to accompany the release of "Grace" was first released onto YouTube on 21 September 2018 at a total length of three minutes and thirty-two seconds. The video shows Lewis filling in for a friend at a local Gentleman's Club.[2] It took inspiration from the dance scenes in the film Napoleon Dynamite and the series I'm Alan Partridge.[3][4]
Capaldi later recreated the choreography onstage with male dancers while performing the song at his show in London in November 2018.[5]