Cinematographer John Seitz admired Preston Sturges' unconventional approach to his work. The opening scene comprised ten pages of dialogue to cover about four and a half minutes of screen time. It was scheduled for two complete days of shooting. On the morning of the first day, Seitz found Sturges inspecting the set with a viewfinder, looking for where he could cut the scene and change camera set-ups. Seitz dared him to do it all in one take. Never one to refuse a dare, Sturges took him up on it, although the nervous Seitz had never attempted to complete a two-day work schedule in one day. With the endorsement of McCrea and the rest of the actors, Sturges pressed on, determined to set a record. The first take was fine, but the camera wobbled a little in the tracking shot following the men from screening room to office, so they tried again. They did two or three takes at the most and that was it - two full days work by 11 a.m. on the first day, a feat that had the entire studio buzzing.
Preston Sturges had originally intended to use a clip from a Charles Chaplin film for the church sequence, but Chaplin wouldn't give permission. In an earlier scene, Joel McCrea does parody the Little Tramp character. The cartoon eventually used was A Walt Disney Mickey Mouse: "Playful Pluto (1934)".
Preston Sturges wrote the film with Joel McCrea in mind. He was the only actor ever considered for the role of Sullivan.
Reportedly, Preston Sturges got the idea for the movie from stories of John Garfield living the hobo life, riding freight trains and hitchhiking his way cross-country for a short period in the 1930s.
During the making of the film, Veronica Lake was between 6 and 8 months pregnant. Production took place from June 12 to July 22, 1941, and her daughter Elaine Detlie was born on August 21, 1941. The only other people involved in the production who knew of her condition were the costume designer Edith Head and Preston Sturges's then-wife Louise. Head designed costumes to hide the condition. Lake was afraid that she would not be allowed to make the film if her advanced state of pregnancy was revealed, owing to the physical demands of the role.
Preston Sturges: Studio director on the set of The Girl's period movie. He is seen in the background when she reads the newspaper and throws up her hands in delight.