Jamie Foxx studied Ray Charles to better mimic him. After a few weeks he stopped visiting Ray saying that a 73-year-old Ray Charles couldn't help him in portraying a 19-year-old Ray Charles, up until age 49, by the movie's ending.
No studio was interested in backing the film. The film was then shot independently and once it was completed, Universal stepped in to distribute it. Part of the reason Universal released it was because one of the executives of the studio used to hitchhike to Hollywood to watch Ray Charles concerts.
Director of Photography Pawel Edelman, being a fan of Ray Charles, was the very first crew member to join the project by committing to it a year before start of shooting. Taylor Hackford wanted to work with him in Proof of Life but Edelman was unavailable at that time.
Originally slated to be released on the first week of October 2004, but the delay at the start of editing prompted the film to be released two weeks later. According to director Taylor Hackford, the original editor quit the project one month after production started before Paul Hirsch was brought in. When Hirsch joined in, he wanted an additional two weeks to edit the earlier material (approved) and insisted to have a stand-alone work print - which became the Extended version of the film.
During the scenes where Ray refuses to play in Georgia because of Jim Crow laws, which were actually filmed outside of the Municipal Auditorium in New Orleans, you will notice Mounted Police Officers. They were actual members of the New Orleans Police Department Mounted Unit.
Jamie Foxx remarked that the demanding role barely left him any time to sleep, as his day would begin early in the morning filming for long hours, and then he'd go home and stay up late practicing piano.