Mrs. Davis was created by Damon Lindelof and Tara Hernandez at Warner Bros. Television, with Hernandez serving as showrunner while both co-wrote and executive produced.

Susan Rovner had been developing the series with the creators at Warner Bros., and after becoming chair for NBCUniversal Television and Streaming, she out-bid other broadcasters and streamers to buy the show for Peacock.

Casting began in March 2022 with Betty Gilpin cast first in the lead role of a nun battling artificial intelligence, followed by Jake McDorman as her co-star.

Chris Diamantopoulos, Ashley Romans, and Katja Herbers were added to the cast after filming had already started.

Filming took place primarily on the Warner Bros. lot or in a remote desert location, chosen specifically to help maintain secrecy about the production.

International scenes were shot in Spain, including Sa Boadella beach in Lloret de Mar, the Girona Cathedral, Figueres Fortress, Valencia, and Sant Pau Hospital in Barcelona.

Writers used AI to help come up with the titles for the show's episodes.

Teller, half of the comedy magic duo Penn & Teller, served as a magic consultant for the series.