Dave Meyers, who is known for having artists giving a over-the-top portrayal of celebrities or themselves, directed the video for "So What". Pink previously worked with him for the videos to "U + Ur Hand" and "Stupid Girls", which earned MTV Video Music Award for Best Pop Video. Pink also worked with Meyers on the videos for "There You Go", "Most Girls", "You Make Me Sick", "Get the Party Started", "Don't Let Me Get Me" and the Charlie's Angels: Full Throttle track "Feel Good Time". The video was shown on August 22 on FNMTV. The video has premiered on 22 August on the UK music site Popjustice.

Pink posted a message on her website for her fans about what it was like to shoot the video:

If you EVER get a chance to drive a lawnmower down Sunset Blvd - I highly suggest it. Thanks for making my day. I'm really, really, really excited. This video was too much fun... glad you likey's and don't worry - Carey likey's too. We are insane.

The video begins in a tattoo parlour, Pink is getting a tattoo of a red void mark on her arm across an existing tattoo before the scene cuts to Pink riding down Sunset Boulevard on a lawnmower and drinking alcohol. Pink is then shown entering Guitar Center browsing guitars. She pretends to play before attempting to smash it into the ground, but she is restrained by a store clerk which leads to them engaging in a fight. Pink is shown cutting down a tree engraved with her real name and her ex-husband's names with a chainsaw. She cries on the chainsaw, while telling herself that she is all right, right before the tree falls and nearly crushes her neighbor (played by Will Sasso). After this, Pink is sitting in a bar after losing her table to Jessica Simpson, accompanied by a man who is playing the drums out of glasses.

The next scene goes to Pink on a motorbike, while a newly wedded couple in a car pull up beside her. Jealous and outraged at the happy newlyweds, Pink is shown throwing objects at the car and popping the blown up condoms used to decorate the vehicle, before climbing onto it and playfully (albeit violently) attacking the vehicle. Pink is then shown stripping on the red carpet, surrounded by photographers, she takes off her jacket to reveal her (blurred) nude body. The paparazzi all snap photos of her as she does choreography from Michael Jackson's video for Thriller naked. Then while getting her hair done, her stylist applies hairspray, as Pink turns on her lighter, accidentally setting her hair on fire. Also shown are two men urinating in bottles, which they give to Pink, however Pink passes them to two guys walking past her. They drink it and then realizing what it is, spit it out in disgust. Finally, Pink is shown surrounded by men and women in their underwear engaging in a pillow fight. The video then cuts between all the scenes shown in the video before ending with Pink poking her tongue at the camera with her ex-husband.

Pink is also shown performing the song in concert near the end. Pink's ex-husband Carey Hart makes cameos throughout the video, such as a scene where they are talking as newspaper headlines flash behind them. Producer Butch Walker also makes a cameo. Pink has stated that Hart had not heard the song prior to arriving for the video shoot.

The video was released on Saturday, September 6 on iTunes, and quickly jumped to the #1 video spot on the iTunes chart in less than 24 hours of it being listed.

The video was ranked on VH1 as the 3rd best music video of 2008 on the Top 40 Videos of 2008. On Facebook it was the second favourite video of 2008. The scene from the video where Pink sets her hair on fire, is censored on MTV UK and its sister channels. That scene is replaced with other short clips from the video.