Very little violence is shown on screen, but often the aftermath of violence that took place just off screen. Lynne Ramsay stated that before this movie she had never done anything with a gun, so she had to figure out how to approach violence. Budget constraints didn't allow her to shoot complex action scenes, so this gave birth to the idea to show "post rage aftermath scenes" instead of the violence itself. Lynne Ramsay confessed she thought it was very risky to use this approach, because if it didn't work she wasn't able to go back and reshoot the scenes.
In the novella You Were Never Really Here by Jonathan Ames the main character Joe uses a lot of props like latex gloves and gadgets. Lynne Ramsay stated that it was Joaquin Phoenix who suggested to get rid of most props to keep the character more authentic.
The film was submitted to the Cannes Film Festival in an unfinished state, and was completed only a few days before the first public screening. Lynne Ramsay subsequently said that the version shown in Cannes was unfinished.
The trivia item below may give away important plot points.
The title of the movie is explained in the source material, in which Joe employs his ex-FBI and military skills to leave no trace. In the Ames novel, Joe uses fake identities, wears surgical gloves, and hides his face from cameras so it would be as if he was never really there.