Massy Tadjedin wrote the screenplay roughly four and a half years before its release, developing scenes out of sequence using Microsoft Word rather than Final Draft, the industry-standard software.

After a Warner Bros. executive reacted negatively to the script's formatting, Tadjedin realized she should have used Final Draft; early drafts were set between Los Angeles and New Mexico before she moved the story to New York City.

Tadjedin initially conceived the story as a romance or thriller, only recognizing its deeper commentary on infidelity while assembling the cast and crew.

Last Night marked Keira Knightley's first project after a mental breakdown at age 22 and a subsequent acting hiatus in early 2009; she said returning to acting helped improve her mental health.

Tadjedin persuaded Knightley to join the film while visiting her in Saint-Germain-des-Prés, and imagined the character of Joanna as a cross between Natalie Wood and Julie Christie rather than writing it specifically for Knightley.

Tadjedin cast Sam Worthington after seeing him in the 2004 film Somersault, sending him the script and meeting him on the set of Avatar (2009).

Eva Mendes initially turned down the role of Laura, fearing the character would be an unoriginal, overly seductive 'other woman,' but agreed to join after a conversation with Tadjedin convinced her the part would be written honestly.

During production, the film was known under the working title 'Tell Me,' and the Tribeca apartment set for Michael and Joanna was found after a three-week location search requiring an elevator and enough space for the crew.

Sam Worthington asked Tadjedin to remove a line referencing the couple taking a flight home, telling her not to make him explain why his character was Australian, so the actors simply used their natural accents.

Clint Mansell composed the score and, at Tadjedin's request, had Peter Broderick re-record his song 'Not At Home' specifically for the film's final scene; Mansell was nominated for a World Soundtrack Award for Soundtrack Composer of the Year.

At the 2010 Rome Film Festival, where Last Night was the opening film, the cast could not walk the red carpet due to protests by the Centoautori movement against Prime Minister Silvio Berlusconi's cuts to film tax exemptions and cultural funding.

Miramax originally bought the film for a March 2010 release, but this was delayed by the studio's sale to Filmyard Holdings; Disney, Miramax's parent company at the time, was initially reluctant to let the film screen anywhere for fear of upsetting Miramax's eventual buyer.