Eleanor Parker had been signed to a seven year contract with Warner Bros. less than two months before she began filming ''The Very Thought of You", replacing an ailing Ida Lupino. Parker's next cinematic credit would be as the female lead in Of Human Bondage (1946) - a role Lupino had passed on. Later, Parker and Lupino would appear as female co-leads in the Errol Flynn vehicle Escape Me Never (1947).
The War Department objected to a scene in the film where a wife learns that her husband has been wounded by reading a casualty list in the newspaper. The studio recalled all prints of the film and changed the scene so she learns of his wounding by telegram from the War Department as per its policy.
Eleanor Parker herself had a war-time marriage to a Navy dentist the previous year. They would divorce soon after this picture was released. Faye Emerson also married during the war. She wed Elliott Roosevelt, the son of President Franklin D. Roosevelt and Eleanor Roosevelt, shortly after this film was released.
During filming, Eleanor Parker learned that co-star Andrea King had a husband away at war, just as she did, and that King lived far away from the studio. With wartime gasoline rationing factored in, Parker invited King to stay with her, as Parker's house was only a five-minute drive from Warner Bros.
Telegrams from the War Department during WWII were marked with a red star - hence Molly asking the delivery boy about it. This would indicate a telegram delivering bad news - usually that a family member was missing, wounded or dead.