Edith Wharton named the source novel after a passage from Ecclesiastes 7:4, "The heart of the wise is in the house of mourning; but the heart of fools is in the house of mirth."
Terence Davies used actual period dresses whenever possible. Some were so fragile that they ripped off of the actresses during scenes. He also used period corsets, which caused some of the actresses great pain, but made them better understand the constraints on women of the period.
When Terence Davies cast Gillian Anderson, he was unaware that she was one of the biggest stars on the planet at the time, thanks to her starring role in Aux frontières du réel (1993). Davies had never seen an episode. In Davies's 2023 Washington Post obituary, Harrison Smith reported that Davies cast Anderson because he " thought her face was reminiscent of a John Singer Sargent painting"--Sargent being one of the preeminent portraitists of the wealthy Edwardian set that Wharton depicted in her novels.
Shooting angles for some outdoor scenes had to be changed because groups of Aux frontières du réel (1993) fans congregated in the background to see Gillian Anderson.
Although set in turn of the century New York the Victorian architecture of the Glasgow Theatre Royal, the Glasgow City Chambers, Kelvingrove Museum and a number of imposing mansions were far more suited for the look of the imposing New York mansions of the time.