Marlene Dietrich's screen test for this film survives. In it, she upbraids an unidentified piano player for his bad playing and sings two songs, the first of which is "You're the Cream In My Coffee."
Marlene Dietrich (Lola Lola) was, contrary to common belief, not the "star" of the film. She was not even a known actress. She was one of several students at an acting academy who were auditioned by director Josef von Sternberg for the role. Each of the girls was told to bring with them "a naughty song" which they would perform. Dietrich was so nervous and so sure that she would not get the role that she showed up without a song.