The music video premiered on June 9, 2010, on the band's YouTube account. The video was directed by Jared Leto as "Bartholomew Cubbins". The video contains concert footage from about 30 performances during their Into the Wild Tour, which commenced on February 19, 2010, and ran till December 18, 2010. The six-minute-long video shows each location played at until a certain date, fan commentary and some backstage footage. "Closer to the Edge" is not the band's first live video, being preceded by "Edge of the Earth".
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Tomo Milicevic, the lead guitarist of 30 Seconds to Mars, said about the song, "A really interesting track. We call it our 'pop' song, but when you really listen to it, you realize that it has a lot of rock glory in it. It's a song that fools you, and I like that. Jared really pushed himself as a songwriter here in that he was trying to reach for a new way of presenting music that was very accessible but not spoon-feed it to the audience. He has a lot of respect for the fans in that way. The guy's a trip - very inspiring to be around and work with." See more