The actual outdoor snow scenes in this episode were filmed in Røros, Norway, as Gotland (the regular outdoor filming location for the series) had a warm climate at the time, and didn't have the ideal snowy climate they were looking for. In the episode's climax, clever editing was done to piece together three different location shoots (Røros for all the outdoor snow scenes; the Villa Villekulla interior shots at the Svensk Filmindustri soundstage in Stockholm, especially the scenes with Pippi looking out the window from outdoor view; and of course, the Villa Villekulla exterior in Gotland, where the kids climb up the tree to get their presents) to make it look as though this were done in one exact setting. (See also the previous episode, Pippi i den första snön (1969).)
The short, fat policeman working with Kling (Ulf G. Johnsson) early in this episode is not Klang (who is not in this episode). Göthe Grefbo, who played Klang, was somehow not able to make it to Røros, Norway for the snowy outdoor Christmas fair scenes, so actor Eric Stolpe stepped in at the last minute to play a different policeman, Officer Persson, who joins Kling in chasing after Pippi, upon Madame Prysselius' orders.