The entire film was shot on-location at Leeds Castle, Penshurst Place, and Hever Castle; each of which bears associations to some of the historical figures in the play.
The second of only two episodes shot on-location, after As You Like It (1978). However, whereas the location shooting in that episode was heavily criticized as taking away from the play, here, the location work was celebrated.
Shooting on-location had several benefits. The camera could be set up in such a way as to show ceilings, something which cannot be done when shooting in a television studio, as rooms are ceilingless to facilitate lighting. Also, the episode was shot in the winter, and on several occasions, cast members' breath can be seen, something which was also impossible to achieve in the studio. However, because of the cost, logistics, and planning required for shooting on-location, Cedric Messina decided that all subsequent productions would be done in-studio, a decision which did not go down well with several of the directors lined up for work on the second season.
This episode was not originally supposed to be part of the first season, but was moved forward in the schedule to replace the abandoned production of Much Ado About Nothing.
Director Kevin Billington felt that location shooting was essential to the production."I wanted to get away from the idea that this is some kind of fancy pageant. I wanted to feel the reality. I wanted great stone walls. We shot at Hever Castle, where Anne Boleyn lived, at Penhurst, which was Buckingham's place, and at Leeds Castle, where Henry was with Anne Boleyn."