Much of the special was filmed on the original movie sets, which are now part of the "Harry Potter Studio Tour" (in Leavesden, England; opened in 2012).
Rupert Grint was shooting Guillermo del Toro's Cabinet of Curiosities (2022) in Canada and couldn't travel to England to film the special. A crew filmed him in Canada and, in the scenes where he talks with Daniel Radcliffe and Emma Watson, he was edited in to make it look like he was present in the same space as them, though the two were speaking with him through a video call. In the scenes where Rupert Grint talks solely with Emma Watson, however, she traveled to Canada to film with him.