The music video for "A Thousand Miles Away" is set in a nostalgic old opera house, with Jay Chou playing the role of a young opera house runner and embarking on a beautiful love affair in the opera house, and Fei Yuqing telling Jay Chou's emotional story in song on stage. every scene in the music video is handmade from scratch. Four different Jay Chou looks from different eras meet in the same space, sitting on the same bench and laughing at life. These four looks have all appeared in Jay's previous music videos: the first look is from the cover photo of the album "Ye Huimei", the third look is from the song "East Wind Break", the fourth look is from the song "In the Name of the Father", and the second look is that Jay once again looked for a professional stylist to take care of, which is to present a modern sense of style, the whole look with a rock and roll style.
The shooting of the entire MV was to present the bustling scene of the cabaret, as the MV director, Jay Chou was very strict, setting up the scene for two days, shooting continuously for two days and two nights, all the operation specifications compared to the movie, costing millions of dollars to set up the scene, mobilizing 70 extras; each scene, from the backstage lounge of the cabaret, the front of the stage, backstage, the audience, the cabaret facade, the streetscape, are all like the 30's style. All the actors, such as Jay Chou's hat and suspenders, the cheongsam worn by the singer, the antique lace stage dress worn during the performance, and the white ruffled shirt with a red skirt worn after returning to China, and even the nearly 70 extras in the audience, both male and female, were dressed up in a variety of costumes, all very sophisticated, in the style of the times and adding modern elements.
The song's music video also features Fei Yuqing, who sings on stage like a storyteller, telling the story of this heartbreaking love affair. This confidential cooperation program is confidential, even Fei Yuqing's make-up artist do not know the content of the notice, has been arriving at the shooting set to see Jay Chou only realized, and Fei Yuqing also attaches great importance to this cooperation, frequently asked Jay Chou how to perform.