The music video for "My Heart Is Broken" began filming on December 1, 2011. It was filmed in Los Angeles. It was directed by Dean Karr, and is currently scheduled to be released in January 2012. During an interview with MTV News, Lee stated that the video for the song was "etheral". She also said, "This [video] is going to look a lot different. Actually, I kind of wanted it to be the opposite. The first video, for 'What You Want,' was very real, and this is very surreal." Lee also stated that to get the surreality in the video, she further drew inspiration from the dark fantasy horror film Paperhouse (1998). Lee explained: "[It's about] this girl, and everything that she would draw would come to life in her dreams, and she was creating this dream world for herself. And at first, it was cool, but then it's like this nightmare. So I sort of thought it would apply, and be cool, to have it be this dream that you're trapped in. So you're in a place that, at first, is a magical world, but at the same time, you're isolated and trapped there, and that's the reason you want to come back to reality after a time." To create the video, the band used fiber optics and according to Lee, they helped her drawing world around her from nothingness, and when she drew things with her hands, the things came to life. She stated that "the guys' performance is sort of like the dream within the dream, in an abyss of darkness".