Part of me didn’t want to do another Michael Jackson parody. I was still primarily known as the ‘Eat It“ guy and I didn’t want to become known as the guy who just rides Michael’s coattails. But when I heard the song "Bad,” almost immediately the concept of “Fat” came to mind, and I visualized myself expanding to 800 pounds and bouncing around a subway set, and I just thought those visuals were too funny not to be used. So once again we approached Michael and he was kind enough to let us shoot it on a subway set he had constructed for part of his Moonwalker video.

–Permanent Record booklet

In 2014, Al told Vulture:

The very first time that I saw the ‘Bad’ video on TV, I had the epiphany that ‘Fat’ was a pretty obvious parody idea for me. Since I had already done ‘Eat It,’ it seemed like a natural sequel. As I was watching the video, I just imagined an 800-pound version of myself trying to get through the turnstiles on a subway, and I thought before the video was over, okay, I am doing this. I have to do this. Thankfully, Michael Jackson let me use his subway set, which had not been struck yet; it was still on a soundstage in Culver City. So we were able to shoot there. I was able to hire plus-size dancers, which you’d think you wouldn’t be able to find pretty readily, but in Los Angeles, you can find virtually anything you need. I also remember that these were late-’80s special effects. If I were to do the ‘Fat’ video now, it would be a fairly simple job in CGI to have my face expand from normal to huge. Back then, that wasn’t a viable option, so I had to have latex bladders glued to my cheeks and I had a team of my visual-effects people blowing through tubes, which ran down my shirt and my pants and onto the floor. They blew my face up with these tubes. It was pretty old-school, but it looked great. [The suit] wasn’t uncomfortable. Half of it you weren’t even seeing. I was like swimming around in that suit. So you kind of got the gist of what I was doing. But it was difficult to move quickly. I would turn and then the suit would turn like a half-second later.