Panahi stated that he began shooting the film in a state of melancholy but managed to recover by the film's completion.
The subject of suicide is discussed throughout the film and Panahi has been said to have suffered from depression since his legal troubles began. When asked about the subject at the Berlin Film festival, Partovi stated that Panahi "was not constantly thinking about suicide, no, because then he wouldn't have been able to make the film. But if I imagine myself unable to work and just sitting at home, then I am sure I would start to think about suicide."
It was shot secretly at Panahi's own beachfront villa on the Caspian Sea with a crew of four to five people.
Partovi said that scenes with curtains on the windows were shot last so as to avoid raising suspicion or getting Panahi into trouble.
Closed Curtain is Panahi's 7th feature film and Partovi's 8th. It is their fifth cinematic collaboration of any kind, following The Second Look (a documentary about Partovi's film Golnar), The Fish, The Circle and Border Café.