The clip was directed by Jasmin Mozzafari, who had this to say about the "Risk It" video:
I wanted to construct a narrative piece that takes place over the course of one night, focusing on a protagonist caught at the inevitable crossroads that exist when love falls apart. Ultimately, I saw 'Risk It' as a song about the fear of being vulnerable. At the beginning, the protagonist tries to do anything to evade this feeling; by the end, they are forced to face it.