"Rock DJ" was the fourth best-selling song of 2000 in the United Kingdom. The music video features Williams trying to impress a female DJ by stripping naked and then removing his skin and muscles, ending up as a skeleton. The song won Best British Single and the video won Best Music Video at the 2001 BRIT Awards.

The music video, directed by Vaughan Arnell, was surrounded by controversy because of its explicit content. The video begins with Williams dancing on a roller disco with girls skating around him. He wants to get the attention of the female DJ (played by Lauren Gold) standing above the stage, so he begins taking off his clothes. After he finally gets her attention he proceeds with stripping of his skin, muscles and organs, until the only thing left of him are his bones, which is performed by special effects. In the end, the DJ dances with his skeleton.

The video ends with the note, "No Robbies were Harmed During the Making of this Video", a pun on the "No animals were harmed note. The skinless Robbie also appears on the single's cover art, as well as on the cover of the DVD release of In and Out of Consciousness: Greatest Hits 1990–2010 in 2010. Another video shows Williams in a studio recording the song.

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