Inspired by Orlando Figes' 2002 production of Natasha's Dance, Joe Wright adopted an experimental approach to convey the essence of the story. The majority of the film was shot on a run down theater built from scratch in Shepperton. Locations such as skating rink, train station, horse stables were dressed on top of the theater. To create fluid linearity, doors are used to lead to Russian landscapes or some actors will walk from one set to another set under the stage. For cutaway wide exterior shots, toy trains and doll houses were used for filming. The only main cast member who is allowed to be venture out of the theater is Domhnall Gleeson (Levin) because Wright wanted to amplify the fact that Levin is the only authentic character in the group that reflects with the real world.
Some modern audience members have been confused by the object that Karenin (Jude Law) takes out of a small, oblong box in his and Anna's bedroom several times during the movie. This is a condom; for most of the history of contraception, condoms were made of animal- or plant-based materials (such as chemical-treated linen or sheep intestines or bladders), and they were not disposable (being rather expensive, they were often washed and reused). The first vulcanized rubber condoms were produced in the mid-1800s, but they were thick and unwieldy, so it is not unlikely that someone of Karenin's wealth and societal stature would still be using a reusable condom by the time of the setting of this story.
The soundtrack for several of the country scenes makes use of a Russian folk song that was also adapted (but without the words) by Tchaikovsky in his Fourth Symphony, written in the same period as was Tolstoy's novel.
The song that Masha ('Tannishtha Chatterjee') hums and sings when she and Kitty are taking care of Nikolai is a Bengali (a language spoken in Bangladesh and the West Bengal part of India) lullaby. Tannishtha Chatterjee is in fact a Bengali.
One of Alicia Vikander's favorite experiences from the production was the filming that took place in the countryside outside of St. Petersburg, Russia. The temperatures soared below -40 °C, and she stayed in a cabin for five days that didn't have hot water and only featured benches instead of beds. Meanwhile, Russian security guards protected her and co-star 'Domhnall Gleeson' from wild wolves and bears that dominated the deserted area.
Director of photography Philippe Rousselot had to leave in pre-production to have back surgery, as excruciating pain from sciatica made it impossible for him to continue working on the film. He was replaced by Seamus McGarvey, director Joe Wright's regular collaborator.
Saoirse Ronan was offered the role of Kitty but turned it down in order to star in Byzantium (2012) and The Host (2013). Her reasoning for turning down the film was its long production schedule which would have required her to turn down movie roles from Fall 2011 to late Spring 2012 in order to film what would have ended up as a supporting role. By turning down the role, she was able to take the lead role in two films. She was replaced by Alicia Vikander.