Joe Cocker found himself in the unusual position of having no band and several concert dates to play when his group Grease Band returned to England ahead of him. At his request, Leon Russell recruited over 40 of his friends and family to help out, and for the next six weeks, effectively created a touring commune.
62 hours of footage were shot for the film.
The title comes from an Indian saying during the British rule of India because the natives stayed indoors during the hottest part of the day. "Only mad dogs and Englishmen go out in this heat."