Reportedly, while shooting the movie, the four stars had become close friends, and William Powell even gave up his old habit of hiding out in his dressing room between scenes so he could join in the fun with the rest of the cast. One of the biggest jokes was a running gag Spencer Tracy played on Myrna Loy, claiming that she had broken his heart with her recent marriage to producer Arthur Hornblow Jr. He even set up an "I Hate Hornblow" table in the studio commissary, reserved for men who claimed to have been jilted by Loy.
Jean Harlow and William Powell were a couple at the time the film was made. She desperately wanted the part of Connie Allenbury (Myrna Loy's role) so that she and Powell's character would end up together. The director and MGM execs would not heed her demand, however. They always intended on the film being another Powell/Loy vehicle and knew that audiences wanted Powell and Loy to end up together in their films. Harlow was very disappointed but had already signed on to the film and had no choice but to play the role of Gladys Benton. In the end, she liked the film and agreed that she was more suited to the role of Gladys.
Just before production started, studio head Louis B. Mayer gave Jean Harlow a $5,000 bonus, primarily in recognition of the surprising profits on her previous film, Suzy (1936), which had brought in three times its cost.