"Afraid" was the first single and music video to feature the original four members of the band since 1991.
The video was filmed in May 1997, and first aired on June 9 of that year. Featured in the video is Hustler Magazine head Larry Flynt.
Director Nancy Bardawil had trouble getting the band members to allow themselves to fall as she intended inside of the shaky stage setup. She ultimately used a derogatory term for the female sexual organs in reference to bassist Nikki Sixx's attempts not to fall. They immediately understood, and began to fall down as intended.
The song features an alternative rock and industrial rock sound that moved the band away from the 1980s arena rock sound.
The lyrics were inspired by the early stages of Nikki Sixx's relationship with Donna D'Errico, when he felt she was running away from him from fear of getting too close.