In a 2018 UK Guardian interview, Nicolas Cage described his performance's inspiration: only just before shooting started, his 14 year marriage to Alice Kim Cage came to 'a sudden end', which was "A shocker for me... didn't see it coming, and those feelings had to go somewhere, so they went into my performance."
Actor Richard Brake (who plays The Chemist) revealed on Twitter in Dec 2018 that in an early draft of the script the caged Bengal Tiger "Lizzie" was a lizard. Brake recounted that when he arrived on set director Panos Cosmatos said "Oh, by the way: Lizzie's a tiger now."
According to co-writer Aaron Stewart-Ahn, when he and Panos Cosmatos presented Mandy: Sede de Vingança (2018) at the Cannes Film Festival, Cosmatos described it as a film about the death of his parents.