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Set in a world not unlike mid-20th century America, THE VANDAL centers on Harold, whose tormented search for peace from traumatic loss results in an unexpectedly destructive awakening after he undergoes a lobotomy. When the procedure "turns his mind inside out" and his great love is suddenly gone, Harold's desperate search intensifies.

The video version of the song features elements from both the album version and radio edit while a portion of the bridge was inserted at the beginning. It features Lavigne driving a hearse transporting her own coffin. Later, she appears in the woods in a goth-inspired ensemble, clutching a silver cross and interspersed with scenes of her playing a piano adorned with branches. Zane Carney, who played the baritone guitar in the song in addition to co-writing fellow Head Above Water track "Crush", makes an appearance as Lavigne's love interest Lucifer. A music video for the song was directed by Elliott Lester.

The official music video for "Head Above Water" was released on September 27, 2018 to coincide with Lavigne's 34th birthday. The music video ends with a message to join Lavigne's namesake foundation, which supports Lyme disease prevention, treatment and research. The video was filmed in Vík í Mýrdal, Iceland and directed by Elliott Lester.