Black Capricorn Day was only released as a single in Japan, in November 1999. Two versions of the video were created, with the long version being 3 minutes 51 seconds and the short version timed at 3 minutes 41 seconds. The difference between the short and long versions is a few additional seconds of Jay being chased in his car at night towards the end of the video.
The version of the video included on the "Club Odyssey" promo CD release in 2001 as part of the re-launch of www.jamiroquai.co.uk is the short version.