 The music video was shot over two days, at A&M Soundstages in Hollywood, California.Madonna had adopted a garish, platinum blond hairstyle for the "Who's That Girl" movie which she used in the music video; it was her way of reviving the comedy heroine of the 1930s Hollywood screwball comedies.She continued with her Hispanic look from the "La Isla Bonita" music video, this time she appeared dressed boyishly in a wide-brimmed Spanish hat and bolero jacket—a combination which would later become a fashion trend.