He has also directed music videos for Pastora Soler ("En mi soledad"), Fangoria, Nena Daconte ("El Aleph"), Enrique Bunbury and Miren Iza ("Frente a frente"), in which the original singer Jeanette appears at the end of the video. In 2012 he created the music video for "Disconnected" by the British band Keane.
In March 2012 Bayona directed the music video "Disconnected", the second single from the album Strangeland by the British band Keane. The band has stated that it admires Bayona's film work, and Bayona has said he follows the music of Keane. On 11 September 2016, Keane released a music video for an exclusive new song, "Tear Up This Town", written and recorded for the fantasy drama film A Monster Calls, directed by Bayona. The single was made available for digital download on 23 September 2016.