Buster Keaton practiced for four months, working with a pool expert, to learn all the trick shots that Sherlock Jr. performs during the pool game. Nevertheless, it took him five days to film all the trick shots, and get them right. When he was finished, all the best trick shots he had filmed were cut together to make it look like Sherlock Jr. was playing one continuous game of pool.
In one scene at a train station, Buster Keaton was hanging off of a tube connected to a water basin. The water poured out and washed him on to the track, fracturing his neck nearly to the point of breaking it. This footage appears in the released film. Keaton suffered from blinding migraines for years after making this movie and was unaware of the reason, until a doctor diagnosed him in the 1930s.
For the sequence in which Buster Keaton's "dream-self" enters the "movie within a movie," Keaton employed the power of suggestion. He shot an actual movie featuring Ward Crane and Kathryn McGuire in a living room setting. As the sequence begins, the movie is playing on the theater movie screen. The film cuts back and forth between Buster sleeping in the projection booth, and his "dream-self" climbing on stage as the movie is showing. In the scene where Buster's "dream-self" steps through the movie screen and into the movie, the living room setting was re-created on the theater stage, and a large hole was cut in the movie screen for Keaton to step through. The actors were placed in the living room setting, creating the illusion that Buster stepped inside the movie screen to join them.
For the scene where Sherlock Jr., escaping gangsters, leaps headfirst through the body of his assistant, Gillette (who is disguised as an old lady selling neckties) and disappears, Buster Keaton used an old magician's trick. Prior to the trick, Gillette is seen standing with his back against a wooden fence. A section of the fence was sawed out and placed on hinges, so that it opened up and back like a garage door. Ford West (the actor playing Gillette) was then strapped to the underside of the cutaway section, so that when it was opened, West's body was hanging parallel to the ground, but his head and arms stuck out through the upper part of the opening in the fence. The dress and open suitcase were then hung from West's shoulders, so that they hung down in front of the fence, concealing the opening. Both the dress and the suitcase had holes cut in them. With the cameras rolling, Keaton leaped headfirst straight through the hole in the suitcase, the hole in the dress, and the opening in the fence (he later recalled that he "landed face-first in the dirt" on the other side). The cutaway fence section was then swung down to close the opening, so that West's body landed perfectly inside the dress. Attendants on the other side of the fence cut the straps holding West's torso and feet to the cutaway section, and West stepped away from the fence as if nothing had happened. In the film you can see West reach behind his back to close the opening in the dress as he steps from the fence. If you look closely you can also see the outline of the cutaway section in the fence.
Following his "entrance" into the "movie within a movie," the scenery changes around Buster Keaton very quickly, as if the movie is changing scenes with quick edits (he suddenly finds himself on a crowded city street, in the jungle confronted by lions, on a rock in the middle of the ocean, etc.). Keaton later recalled that his cameraman, Byron Houck, had used surveying instruments to position himself and the camera at the exact correct distances and positions to give the illusion of continuity as the scenes changed.
In 1965, a year before Buster Keaton died, author Rudi Blesh interviewed him for a biography and asked, "How did you come to make a surrealistic film like 'Sherlock, Jr.'?" Keaton replied, "I did NOT mean it to be surrealistic. I just wanted it to look like a dream."
A title card in "Hearts and Pearls", the film within the film during which Buster Keaton falls asleep, informs us that it was produced by the "Veronal Film Company" - an appropriate name, since Veronal was the first barbiturate sleeping pill ever marketed.
Buster Keaton doubled for Ford West, the actor playing Gillette, in the scene where the motorcycle he is driving (with Keaton on the handlebars) hits a deep pothole and bucks him off flat on his behind.
According to the book Buster Keaton is reading, the seven rules for being a detective are: "1. Search Everybody. 2. Look for Clue. 3. Examine all windows. 4. Search for finger prints. 5. Shadow your man closely. 6. Send for the police. 7. Keep cool". Buster actually only employs rules #1 and #5 in the movie.
The intertitle introducing Sherlock Jr.'s assistant contains some sharp humour. "His assistant - Gillette. A Gem who was Ever-Ready in a bad scrape." Gillette, Gem and Ever-Ready were all razor manufacturers.
Many filmographies credit Roscoe 'Fatty' Arbuckle as co-director of this film. Whether this is true or not is unclear. Buster Keaton did originally hope to have Arbuckle work as his co-director, but claims Arbuckle was still too depressed over the scandal that had nearly ended his career two years earlier and had become difficult to work with. Then Keaton went ahead as the sole director of the film. Doris Deane, Arbuckle's second wife, later claimed Arbuckle directed the entire film. Historians disagree as to how much Arbuckle may have directed--which varies from none to as much as half.
In 1975 an obscure distribution company called Film Specialties Inc. took advantage of the then-current renewed interest in Sherlock Holmes and released a theatrical program that included the 1939 "The Hound of the Baskervilles," "Sherlock Jr.," and a Fox Movietone interview with Sir Arthur Conan-Doyle to selective cities including New York, Portland, Seattle, and San Francisco.