There are three music videos for "All I Want for Christmas Is You". The first, primary video was shot in the style of a home movie using Super-8mm film; it was directed and filmed by Carey during the Christmas season of 1993. Outdoor scenes were shot at the Fairy Tale Forest in New Jersey, where Carey's then-husband Tommy Mottola made a cameo appearance as Santa Claus.

In the song's alternate video, inspired by The Ronettes, Carey dances in a 1960s-influenced studio surrounded by go–go dancers. For a 1960s look, the video was filmed in black and white, with Carey in white boots and teased up hair. This video was also directed by Carey. There are two edits to this version of the video.