Cary Grant said that Josef von Sternberg directed him not really much during the filming, but taught him the most important thing. On the first day Grant came on the set, von Sternberg looked at him and said, "Your hair is parted on the wrong side." So Grant parted it on the other side and kept it that way the rest of his career.
Though Josef von Sternberg is credited for having written the script for this film, the true author of the script was, in fact, Marlene Dietrich. She agreed not to receive credit for writing the movie due to the obvious struggles it would cause with the Hays office and code. This turned out to be a good idea, as both Dietrich and von Sternberg were suspended for several months as the story was cut, watered down, and made into weak lemonade to satisfy the censors. It took nearly a year before the smoke cleared. But all the frustrations and drama from the censors caused the story to lose its appeal for both Dietrich and von Sternberg. By the time filming finally began, both director and star no longer liked, nor wanted to make, the picture.
When Marlene Dietrich makes her first appearance as the Blonde Venus, the gorilla striptease, was given an homage in Batman & Robin (1997), when Uma Thurman makes a similar entrance dressed as a gorilla. In fact, the gorilla's fantasies are pretty similar too.