Rita Hayworth was pregnant during production. As a result, the musical numbers were filmed first, before the pregnancy began to show. As filming progressed, great care was taken to hide her growing belly with muffs, furniture and purses.
The DVD version of the film contains a less-than-five-minute documentary about the film, narrated by Patricia Clarkson. The short feature is called "Patricia Clarkson on Tonight and Every Night."
Mrs. Tolliver mocks Tommy (played by Marc Platt) during his audition by calling him Nijinsky who was perhaps the best known professional dancer in the world at the time, notable for his performances with the Ballet Russes in Monte Carlo. In actuality, Platt had been a member of the Ballet Russes de Monte Carlo (a company inspired by and following Vaslav Nijinsky's time in Monte Carlo). Platt would go on to win the Nijinsky Award in 2000 for his career as a dancer and relation to the troupe.
The "Music Box Theatre" in this film is the fictional representation of the real Windmill Theatre, located at 17-19 Great Windmill Street, Westminster, London. It has been the setting for three other films: Mystery at the Burlesque (1949), Secrets of a Windmill Girl (1966), and Mrs. Henderson Presents (2005).