Jean-Pierre Bacri and Agnès Jaoui first started writing a crime film script but abandoned it after two or three months because they couldn't make the genre their own, though they kept three characters from that draft: a driver, a bodyguard, and a drug-dealing woman.

The film was produced by Les Films A4, a production company Bacri and Jaoui co-founded in 1997 with actor Sam Karmann and two of Bacri's childhood friends, and it was co-produced with Charles Gassot's company Téléma, which had previously worked with the duo on Un air de famille.

Agnès Jaoui and Jean-Pierre Bacri chose Anne Alvaro for the role of Clara after being moved by her performance in a Bertolt Brecht play, with Jaoui considering her an unjustly underrated actress uniquely capable of playing both a fragile character and a classical role like Racine's Bérénice.

Gérard Lanvin was cast as the bodyguard Franck partly because he was known for playing tough-but-tender men on screen, and Bacri had befriended him a decade earlier on the set of Mes meilleurs copains (1989).

Filming took place over two months in the summer of 1999, mainly in Rouen, using locations such as the Théâtre des Deux Rives for the theater scenes, while other scenes were shot in the Paris region, including the Castella house interiors filmed in Gambais, Yvelines.

For her directorial debut, Agnès Jaoui chose to minimize camera movement, believing that too much movement would drown out the dialogue, and she stayed very close to her original script, allowing actors little improvisation and instead using rehearsals to iron out any issues with the lines.

No original score was composed for the film; instead, Agnès Jaoui and music advisor Valérie Lindon selected an eclectic mix of mostly classical music along with some jazz and electronic tracks.

The film's stage-world scenes reference real plays, including Racine's Bérénice at the start and Ibsen's Hedda Gabler at the end, and critics have compared Jaoui's directing style to that of Claude Sautet and Alain Resnais, as well as noting thematic parallels with Jean Renoir's La Règle du jeu.