The initial concept from producer Missi Callazzo was to photograph Anthrax playing live with multiple cameras and build the video entirely from stills edited to the timing of the song. Preferring a visual style more suited to the band's aggressive playing, director Jack Bennett opted for an approach that used hundreds of stills of the band performing that were then edited together to create a staccato, jagged rhythm of movement close to stop-motion animation, with frequent freeze-frames and altered images. Sometime during the post-production process, Charlie Benante noted that the freeze-frames resembled splash-pages in comic books and suggested changing the overall style of the video to resemble comic-book art, resulting in the final release version that incorporated all of the previously considered approaches and a look that was heavily influenced by EC Comics.
After the performance Justin Michael Terry gave as The Skull King in Anthrax: Blood Eagle Wings (2016), where he was entirely hidden behind a mask and elaborate costume, director Jack Bennett asked him to play the lead role in "Monster at the End" as a thank you, thinking it would be a good opportunity for Terry to show his face and get some recognition. When the part was offered to him, the first thing Terry asked was if he could play the Monster instead.
The surprised exclamation made by the Monster at the end was inadvertently performed by director Jack Bennett. While directing the actors to simultaneously recoil in shock, Bennett made the surprised noise and the crew started laughing. The audio was captured by the camera rolling next to him and Bennett discovered it in editing. No other library sound effect was working for the final moment so Bennett used the recording of himself.