Initially, the filming of the concert was planned for the shows in Colombia, but due to conflicts with the directors' schedule, those shows were not filmed. Instead, Madonna announced on her Facebook page that the November 19 and 20 shows in Miami*, will be filmed for the upcoming tour DVD and Blu-ray release. 

The concert film was directed by Stéphane Sennour and Danny Tull, who also directed the YouTube broadcast of the Olympia show « MDNA à l'Olympia » and « Inside the DNA of MDNA » tour documentary.

For the Miami shows, Madonna partnered with for the MDNA Film Project and asked those attending to film « Give Me All Your Luvin » with their phones from their perspective and upload it to the Vyclone website using their app. In return they would receive a multi-angle film of the song. On May 9, 2013, Madonna's official website announced that the concert special « Madonna: The MDNA Tour » will premiere on « Epix » on June 22, 2013. 

In June, it was announced that a video album, « MDNA World Tour », was released on DVD and Blu-ray in September 2013 (released on September 9, 2013).

The performance on July 26, 2012 at L'Olympia in Paris was streamed online via LoveLive's Youtube channel, directed by Stéphane Sennour and Danny Tull. Toby L, Creative Director of the channel commented that they were « beyond elated to be hosting a global stream of one of the world's most iconic artists in such a unique and intimate circumstance which will bring our audience closer than ever to Madonna ». A post stream of the show was also available to watch. The show consisted of nine songs, including the official tour setlist from « Turn Up the Radio » to « Human Nature » with two other songs, « Beautiful Killer » with elements from « Die Another Day », and « Je t'aime... Moi non plus », a cover of the song by Serge Gainsbourg and Jane Birkin. On August 6, a Director's Cut version of the show was available to watch via LoveLive's Youtube channel.

*The final montage included footage from other concert dates (Paris, NYC,...)