Bat For Lashes' Natasha Khan is a curious creature. She's known for her striking artwork and photography almost as much as her off-kilter pop songs. And Dougal Wilson's video for latest single What's A Girl To Do will surely enhance her mysterious image.

Based on a brief written by Khan herself, the video opens with the track's big drum opening in darkness, then the singer appearing cycling down the centre of a dark, tree-lined road towards the camera. She begins the first breathy, spoken-word verse of the song, but at the chorus, four other cyclists emerge from behind her: BMX riders wearing scarily cartoonish animal masks spread out in formation behind Natasha, clapping along, jumping and spinning their bikes to the Phil Spector-ish rhythms. The spookiness just gets more playful from then on.

The BMX riders disappear again behind the singer at the end of the chorus, but the camera pans away from her to the roadside where two children stand in spooky Halloween outfits, then back to Natasha, who cycles past a smoking, overturned car. The BMX riders reappear – now six rather than four – with more tricks including leaping ramps, before disappearing again behind Natasha.

Khan has cited ET and Donnie Darko as two of her favourite films, and it is easy to see how Wilson seized these reference points to create an eerie and childlike promo laden with fantastic imagery and dreamlike fluidity. "She is really into that scene in ET when they're cycling over the forest. It's really beautiful. We were sort of ripping that off," says Wilson.

But he adds that inspiration for the video came from many unrelated sources pieced together to create the right mood for the song. And although the video is "abstract and meaningless" he still wanted to create an arc to it. "The style and feeling all came from what I saw in the music," he says. "Natasha said she loves forests and early surrealism, and I wanted to bring all these references together. And I always wanted to do a video on bikes."

Wilson wanted to add mystery and suspense too, and drew on such diverse references as a David Lynch photograph of robot heads on human bodies, a picture of Natasha in fancy dress when she was a child, and the original Wicker Man film. "I love the Wicker Man masks," he reveals. "They have a homemade quality and really spark off your imagination. I thought of four animals that seemed appropriate – a wolf, for the forest, a rabbit, from the Wicker Man and a bear, because they have become a tradition in my videos."

He also found the perfect location: a car testing circuit in Wokingham in deep woodland.

The video was filmed on a gentle downward incline, making the bike stunt team look like they are almost floating along the tarmac. "I had to make up a formation for them, and it seemed the simple stuff worked better," says Wilson. "And the masks definitely made it considerably more difficult for them. In fact, I think we probably made it as tricky as possible by shining bright lights on them, filming at night and obscuring their peripheral vision."

Unfortunately a couple of animals were injured in the making of the video – "bear" got a big graze on his chin and a sore foot, while Wilson confesses he found "rabbit" sitting on the roadside at one point, with his mask in his hands and a missing ear. A sad sight indeed.

More fortuitous was the fact it looks like a freezing night as Natasha rides along with her breath forming condensation. Wilson explains it was a lucky accident. "The cold is a complete trick – it's magic!" he declares. "It was a bit parky that night, but the reason it looks so cold is because we attached a light to the back of Natasha's bike to make her stand out against the night." The heat from the light condensed the air behind her head, making everything look frosty and her breath steamy.

Other bits of magic were finessed in post production: the appearance and disappearance of the riders behind Natasha Khan for example was cleaned up in post – a process made somewhat easier by the dark background. And it is that darkness that arguably makes this video stand out among Dougal Wilson's lengthy portfolio of outstanding videos: this is a definite move away from the outwardly humourous work for the likes of The Streets, Will Young, Jarvis, Basement Jaxx and others. But the surreal feel of What's A Girl To Do suits Natasha's winsome vocals and the band's haunting melodies a treat.

"I'm quite happy that it feels so different to all the other stuff I've done," says Wilson. "I like to think there are still elements of humour in it though. It makes me laugh sometimes when I watch it because I like the way it doesn't make any sense."