"Sorry I had to take it down," a message posted on West's blog said Monday.
The BBC said the 14-minute clip, called "We Were Once a Fairytale," showed West playing a drunken club-goer, hitting on women, then stabbing himself and releasing a demon from his stomach.
It was unclear exactly why the video for West's song, "See You in My Nightmares," was taken down, the BBC said.
West canceled his planned North American concert tour with Lady Gaga shortly after he earned widespread criticism for upstaging Taylor Swift at the MTV Video Music Awards show.
Jonze directed the hit big-screen adaptation of the children's book, "Where the Wild Things Are."