"The Lady Eve" was in production from October 21 to December 5, 1940. According to Donald Spoto in "Madcap: The Life of Preston Sturges", Sturges "invariably paraded on set with a colorful beret or a felt cap with a feather protruding, a white cashmere scarf blowing gaily round his neck and a print shirt in loud hues ... the reason for the peculiar outfits, he told visitors, was that they facilitated crew members finding him amid the crowds of actors, technicians, and the public." Stanwyck compared Sturges' set to "a carnival". In his biography of Stanwyck, author Axel Madsen wrote, "The set was so ebullient that instead of going to their trailers between setups, the players relaxed in canvas chairs with their sparkling director, listening to his fascinating stories or going over their lines with him. To get into mood for Barbara's bedroom scene, Sturges wore a bathrobe."