When asked why a film about such a quintessentially Spanish artist was made in English, the director replied "I don't speak Spanish."
Milos Forman cast Randy Quaid as the King of Spain after seeing his work as Tom Parker in Elvis (2005) by phoning him and saying, "You are a great actor. You must be my King or I must repaint Goya". Randy accepted.
Milos Forman cast Natalie Portman after noticing her likeness to the girl in Goya's painting "Milkmaid of Bordeaux".
Near the end, when the king appears in the balcony at the execution scene, some people yell "Vivan las cadenas!" (Long live the chains!). This salute was coined in 1814 by Spanish monarchists when Fernando VII was restored to the throne with absolute powers, thus abolishing the Constitution of Cadiz, which was established by Napoleonic authorities.
Natalie Portman had a body double for her nude scene.