The accompanying music video for " What Have You Done for Me Lately " was directed by Brian Jones and Piers Ashworth and choreographed by singer Paula Abdul . In it , Jackson goes to a diner with her friends to talk about her relationship problems . The video won a Soul Train Music Award for Best R&B / Soul or Rap Music Video in 1987 . The song was first performed live by Jackson at the 29th annual Grammy Awards in 1987 . She has also performed it live in each of her concert tours , beginning with the Rhythm Nation World Tour 1990 through the State of the World Tour ( 2017 ) . It has been included in each of Jackson 's greatest hits albums '' Design of a Decade : 1986 – 1996 '' ( 1995 ) , '' Number Ones '' ( 2009 ) and '' Icon : Number Ones '' ( 2010 ) . " What Have You Done for Me Lately " has been sampled and covered by various artists , and is also regarded as one of Jackson 's signature songs which helped establish her as a known artist
Rhythm Nation World Tour 1990
Rhythm Nation World Tour 1990
What Have You Done for Me Lately