Swinton described "Burn After Reading" as "a kind of monster caper movie" and said of the characters, "All of us are monsters – like, true monsters. It's ridiculous." She also said, "I think there is something random at the heart of this one. On the one hand, it really is bleak and scary. On the other, it is really funny. ... It's the whatever-ness of it. You feel that at any minute of any day in any town, this could happen." Malkovich said of the characters, "No one in this film is very good. They're either slightly emotional or mentally defective. Quirky, self-aggrandizing, scheming." Pitt said the cast did little ad-libbing because the script was so tightly written and wove so many overlapping stories together. Veteran actor Richard Jenkins said the Coen brothers asked him if he could lose weight for his role as the gym manager, to which Jenkins jokingly replied, "I'm a 60-year-old man, not Brad Pitt. My body isn't going to change."