Christian Bale was originally set to co-star when the film was announced in February 2010, but he dropped out and was replaced by Ben Affleck.

Like its predecessor The Tree of Life and successor Knight of Cups, the film draws on autobiographical elements from director Terrence Malick's life, particularly his meeting his second wife Michèle Morette in Paris in the early 1980s and their subsequent life together in Oklahoma before separating.

During production the film had no title and was referred to by the crew simply as 'Project D'.

Filming took place primarily in Bartlesville and Pawhuska, Oklahoma (the latter the center of the Osage Nation) starting in September 2010, with additional shooting in early 2011 in Bartlesville and Paris, including at Mont Saint-Michel, the Paris Métro, and La Défense.

Malick and his crew used an experimental approach, filming without a screenplay or lights; actress Olga Kurylenko compared the shooting process to a dance performance, recalling that Malick would tell her 'Keep moving, keep moving. Don't stop,' and poke her if she paused.

Cinematographer Emmanuel Lubezki was instructed to be 'in the eye of the hurricane,' staying in the middle of scenes and constantly interacting with the characters, and described the film as more abstract and purely cinematic than any previous Malick film.

During post-production, Malick gave his editing team literary works for inspiration, including Flaubert's Madame Bovary and Walker Percy's The Moviegoer, and the phrase 'radiant zigzag becoming' from Margaret A. Doody's introduction to Samuel Richardson's Pamela became an unofficial motto for the editors.

During editing, Malick's team referenced French New Wave films for their elliptical narrative style, including Truffaut's Jules and Jim (whose score was used in a temp soundtrack) and Godard's Breathless, Pierrot le Fou, and Vivre Sa Vie.

As is typical of Malick's productions, several actors who filmed scenes were cut entirely in post-production, including Jessica Chastain, Rachel Weisz, Amanda Peet, Barry Pepper, and Michael Sheen, none of whose footage appears in the final cut.

To the Wonder was the final film reviewed by critic Roger Ebert before his death on April 4, 2013; his review, giving the film three and a half out of four stars, was published two days after he died.