Based on "The Lives of Lee Miller," the only authorized biography of Lee Miller's life, written by her own son, Anthony Penrose, and published in 1985.
The production was granted full access to The Lee Miller Archives, with full cooperation and trust from Miller's family.
During pre-production, Kate Winslet personally paid two weeks of the crew's salaries with her own money due to the film's small budget.
Marion Cotillard is a big fan of Kate Winslet and presented her with the Best Actress Oscar for The Reader (2008) at the 2009 Academy Awards and was visibly happy for her win. Cotillard had auditioned for the role of Hanna Schmitz in The Reader that ended up with Winslet and earned her an Oscar. A few years later, Cotillard stated that she always dreamed about making a movie with Winslet, and that she was upset when they didn't share any scenes in Contagion (2011). In 2012, Cotillard was featured on Winslet's book "The Golden Hat: Talking Back To Autism" (launched by Winslet's Golden Hat Foundation) with celebrity self-portraits to raise awareness and support for autism. In 2013, Cotillard wrote a review for Variety praising Winslet's performance in Labor Day (2013), and also said she has loved Winslet since the first time she saw her in Heavenly Creatures (1994). Winslet wrote Cotillard a letter asking her to play French Vogue editor (and Lee Miller's close friend) Solange d'Ayen in this film, making it the first time they shared scenes together in a film.
Several of the stills that appear in the film are, in fact, photographs that Kate Winslet took on set.