Sexy M.F. is a Prince and the New Power Generation video released for broadcast and to promote the single.
It was shot at Paisley Park Studios in Chanhassen, Minnesota, in late March 1992, before leaving on the Diamonds And Pearls Tour.
Like the Cream, the video contains a long introduction with Prince and The Game Boyz crashing The NPG’s weekly card game in typical "gangster glam" fashion. Prince spots three women (actress Troy Beyer, Robin Power and model Tracy Hudson) and 'orders' them to join him (pointing them with his 'Gun Mic' that became a regular props on future tours). After the The NPG showed their displeasure and the performance of the song, the girls end up following Prince and The Game Boyz. An edited version of the video exists which includes the "censored" version of the song (the curse words are replaced with Prince’s yelp).
During the video, Damon Dickson is seen reading the Billboard magazine (the February 29, 1992 issue) with a prominent advertisement for the upcoming Chic album Chic-ism on the last page. Visual mentions to other artists were rare in Prince’s videos until then, much to Nile Rodgers’ delight : "watch the Sexy M.F. video : one of his dancers has a Chic album in his hands. It’s the best promotion we've ever had. At the time, we were persona non grata."
Of note, Robin Power and Diamond and make their last appearence in a Prince video. Pearl is featured in the video for The Continental released later that year.
The video was included on the Sexy M.F. home video and incorporated into the storyline of the 3 Chains O’ Gold home video.