Filmed at the Agua Caliente Casino and Hotel in Tijuana, Mexico, which opened in 1928. Since gambling was illegal in California at the time, and Las Vegas would not start to develop until after WWII, this resort was a magnet for Hollywood celebrities. In addition to the casino, it had an 18-hole golf course, horse racing track, tennis courts, a spa (the entrance of which can be seen several times in this film), and even its own airport. A few months after filming wrapped there in 1935, the president of Mexico outlawed gambling and the resort closed. The only remaining part of the complex is the racetrack, but its original opulent grandstand burned down in 1971 and was replaced by a more modest structure. It converted to greyhound dog racing in 1992.
The costumes in "The Lady in Red" number were actually blue, but looked "red" when photographed in black and white.
Veuve Cliquot champagne is still considered a fine fizz in 2022.
Before the movie's release, the music was played on the radio for advertising purposes.