The miniseries adapts two of Nancy Mitford's novels, The Pursuit of Love (1945) and Love in a Cold Climate (1949), combined into a single screenplay written by Deborah Moggach.

To research the background of Mitford's novels, the production staff interviewed the author's surviving sister, Deborah Mitford.

Rosamund Pike played the role of Fanny in one of her early television roles before she became widely known in film.

The series was produced by the BBC in association with WGBH Boston and was broadcast in two parts on BBC One on 4 and 11 February 2001.

The broadcast was accompanied by an Omnibus documentary profile of Nancy Mitford and a separate documentary series called The Mitford World, shown on BBC Knowledge.

Love in a Cold Climate received two British Academy Television Award nominations, with Alan Bates nominated for Best Actor and the production team nominated for Costume Design and Production Design.

An earlier adaptation of Love in a Cold Climate had already been broadcast in eight episodes in 1980, starring Judi Dench, Michael Aldridge, and Vivian Pickles.