Biograph films before 1903 were mostly actualities (documentary footage of actual persons, places and events), but "Sherlock Holmes Baffled" is an example of an early Biograph comedy narrative film, produced at the company's rooftop studio on Broadway in New York City. According to Christopher Redmond's "Sherlock Holmes Handbook", the film was shot on April 26, 1900. Julie McKuras states that the film was released in May of the same year. Despite being in circulation, "Sherlock Holmes Baffled" was only registered on February 24, 1903, and this is the date seen on the film's copyright title card. The occasionally suggested date of 1905 is probably due to confusion with a Vitagraph film titled "Adventures of Sherlock Holmes; or, Held for Ransom" (1905).