Brian De Palma couldn't find the right girl to play Veronica. Rebecca Romijn convinced him that one of her friends, Danish model Rie Rasmussen, would be perfect for the job. He met her and signed Rasmussen because he loved the way she walked.
Antonio Banderas didn't really see himself as Bardo, but wanted to learn directorial skills from Brian De Palma. He shared his thoughts with De Palma, who agreed to teach him everything he wanted to know if Banderas took the part.
The film supposedly takes place at the 2001 Cannes Film Festival, even though the premiere that was recreated for the opening of the film is for Est - Ouest (1999). The real director Régis Wargnier and the star of the film Sandrine Bonnaire appear as themselves.
One of the trailers for this film consisted of a clip from the classic film noir Double Indemnity (1944), and then the entire span of Femme Fatale (2002), including the credits, albeit with all but a few seconds of the movie greatly speeded up to preserve its twists and to fit it into the under-three-minute span allotted for trailers.
Apple computers visible in the movie include a Graphite iBook seen just before the first bathtub scene, a Titanium PowerBook in the airplane scene, and a PowerMac G4 Cube with 15" Studio Display in Bardo's apartment.