According to the executive producers, the creative team debated the Season 1 cliffhanger in the writer's room and invented the notion of bad guys searching for Pete's mom and a missing eleven million dollars without knowing exactly what it would spawn in Season 2.
Joseph Lyle Taylor and Desmond Harrington who play Frank and Joe in Sneaky Pete agreed to act in one scene at the end of the Season 1 finale as a favor to Graham Yost, Fred Golan and Michael Dinner, with whom they'd worked on the series Justified.
According to the executive producers, the idea of exploring the consequences of Pete Murphy's past actions and how they could impact Marius was originally imagined as a one-episode story arc for Season 1. Instead, the concept became the springboard for everything that happens in Season 2.
Enricos Pastry Shop is a real bakery located in Hartsdale, New York, about an hour south-east from Bridgeport, Connecticut.
Adam Arkin directed the Season 2 opener and returned to the exact same location seen at the end of Season 1 to film the continuation of the confrontation between Marius, Frank and Joe. On screen, only a few seconds have passed but, in reality, the two halves of the scene were filmed many months apart.