Although the first series is set in France and the United Kingdom, most scenes were actually filmed in Huy, Halle, Charleroi and Brussels, Belgium, taking advantage of the Belgian Tax Shelter film funding scheme, with only a few scenes shot in Paris and London.

Filming for the first series began in February 2014 with support from the Belgian government's tax shelter scheme.

For the second series, filming took place in Morocco, Belgium (Malmedy, Brussels and Ghent) and Germany, with the fictional town of Vaaren in Switzerland actually being Monschau, Germany.

In the second series, a scene set in a Hanover hospital was actually filmed at Az Sint-Lucas in Ghent, Belgium.

An episode of the second series depicting soldiers marching over a dam was filmed at the real Vesdre dam in eastern Belgium.

The Missing is an anthology drama created by brothers Harry and Jack Williams, with each series telling a self-contained story of a missing child, only connected by the recurring character of detective Julien Baptiste.

The success of The Missing led to a spin-off series titled Baptiste, broadcast on BBC One in February 2019, again starring Tchéky Karyo and written by Jack and Harry Williams.

The first series earned a 96% score on Rotten Tomatoes and 85/100 on Metacritic, and received nominations at the Golden Globes, Critics' Choice Television Awards, BAFTA Television Awards and the Primetime Emmy Awards, including a directing nomination for Tom Shankland.

The second series was even better received on Rotten Tomatoes, earning a 100% score with an average rating of 8.55/10, though its Metacritic score of 76 was slightly lower than the first series.