Keeping up with Benjamin Millepied, whose surname aptly translates to “1,000 feet,” is no easy task. A mover and shaker in the dance world, Millepied was formerly a principal dancer at New York City Ballet and director of the Paris Opera Ballet. He has also choreographed for companies around the world and for the film Black Swan, where he met his wife, Natalie Portman. When New York–based footwear brand FEIT wanted to do something special for the launch of its ballet shoe, it’s no surprise that Millepied was the first name to come to mind. Millepied, whose goal is to “rejuvenate the dance scene” with L.A. Dance Project, the company he co-founded in 2011, has collaborated with FEIT to create a two-and-a-half-minute film marrying dance and fashion.

How is the role of filmmake...