Naomie Harris had to shoot her entire role in three days, in between her promotional tour of Spectre (2015), due to a visa problem (Harris is British). The scenes spanned 15 years in the character's life and were filmed out of sequence.
When Juan teaches Little how to swim, Mahershala Ali is really teaching Alex R. Hibbert how to swim. When production started, Hibbert did not know how to swim.
According to cinematographer James Laxton Moonlight only had a small budget of $1.5 million (Variety). Director Barry Jenkins confirmed at a Q&A at the BFI in London, that this was indeed the budget. This is a lower budget than any other 'Best Picture' winner since Rocky (1976) had, which cost a reported $1.1 million in its day. But if the budgets are adjusted for inflation, then "Moonlight" has to be regarded as the 'Best Picture' winner with the lowest budget ever.
In an interview, Barry Jenkins said that the three actors who play Chiron never met during production. He wanted each of them to build their own persona of Chiron during their respective segments, with no influence from the other portrayals. The same technique was used with the actors who play Kevin.
Both director Barry Jenkins and writer Tarell Alvin McCraney's vision was pretty clear and singular in that both men grew up in the same Liberty City neighborhood of Miami with mothers who had both struggled with drug addiction. Roughly 80% of the film was shot on location here, one of the most poverty-stricken areas in the United States. Initially the production was apprehensive about safety issues until the word got out that Jenkins was from the neighborhood - then everything changed for the better. The locals couldn't have been more welcoming and cooperative. Naomie Harris has said that she'd never felt so appreciated and at ease on a film set during the shoot.