Jump was shot in Tokyo, Japan, while Madonna was on the Japanese leg of her Confessions Tour. The video features Madonna in Tokyo in a platinum blonde bob wig and shows dancers doing the parkour all around Tokyo. The neon sign reads Madonna and Jump in Japanese. The video won the Best Dance Music Video Award at the International Dance Music Awards in 2007.
A live performance of "Jump" was officially released as a music video on YouTube by Warner Bros. Records on January 22, 2007 to promote The Confessions Tour CD+DVD. It was filmed on August 15–16, 2006 at Wembley Arena in London, England.