The music video for "Under the Sheets" was directed by the Lennox Brothers and released on 22 October 2009. It opens with Goulding leaving a bed occupied by an unknown male and walking though a brick building surrounded by different versions of herself. She can be seen sitting on the floor, playing guitar, riding a vintage bicycle and swinging in a hanging chair all simultaneously. She is also seen playing drums covered in glitter, and while sitting in a wicker chair a close shot of Goulding's hand with a heart drawn on the inside of her fingers is shown with her fingers opening and closing. Throughout the video Goulding wears a sequin top and high-top kicks.