In a 2018 interview with Danny Trejo on her National Public Radio program "Fresh Air," Terry Gross asked Trejo, "What's the role in which you are most cast against type? Because your type is always kind of like tough and menacing, like the most powerful person. So have you played [a vulnerable character]?" Trejo's response was, "I did a role [in a movie] called Sherrybaby where I was like a nice guy, with Maggie Gyllenhaal. I was - yeah. It was kind of a real - she was like abused and abused and got out of prison. It kind of showed what happens when a woman gets out of prison and how she's used and abused. And I was like her buddy or her good friend or whatever. You know what I mean? And she was wonderful, great actress. But we went all over the world. People love that movie."
Maggie Gyllenhaal said she was a little uncomfortable about her sex scenes in this movie. "I remember shooting one of the sex scenes in the very beginning of the movie where she sleeps with the guy who's the head of her halfway house, and we were shooting it in New Jersey. It was like 2:00 in the morning. We were shooting in a real basement of a house that hadn't been cleaned in like 15 years. And there was this dirty table that we were supposed to be naked and having sex with each other on. And I remember saying, you know, kind of jokingly but really tough, you know, like, 'Would any of you get naked on this table? Can we at least put like a blanket down or something?' You know, that was kind of where my anxiety went--I mean, I think rightly so. I don't think anyone would have gotten naked on this table. But I got so tough about it. I got so kind of--I'm completely fine with getting naked, but just not on this table, you know, where really, I think..." - she said.