Before filming began, the cast was taken to Perc Westmore's salon on a Sunday morning to have their hair dyed red. When it was time to rinse the dye, the beauticians discovered that the water had been turned off for the entire block because the street was being repaired. Because dyes were so strong then, leaving them on could have caused the cast to lose their hair. Luckily, someone suggested diluting the dye with cold cream.
Playwrights Howard Lindsay and Russel Crouse, and Clarence Day's widow were on the set and given veto power on all aspects of this movie. According to author David Chierichetti, Mrs. Day approved Irene Dunne's characterization and even lent some jewelry that belonged to the real Vinnie.
In later years, Irene Dunne admitted that she hated playing the part of Vinnie, which she considered to be "rattle-brained". Director Michael Curtiz repeatedly pleaded with her to join the cast until she ultimately consented. If she didn't, the part would have gone to the retired Mary Pickford, who saw the part as a comeback and actively campaigned for the role.
During its run at Radio City Music Hall, the management alternated top billing between William Powell and Irene Dunne on a daily basis.