During production in the Dominican Republic, Diana Nyad and Bonnie Stoll visited the set. Nyad was able to swim with Annette Bening, with "many of the 400-person crew cheering". She said, "That's a moment I will never forget."
To prepare for the film, Annette Bening worked with former Olympian Rada Owen for roughly a year, as well as a personal trainer in the gym.
Diana Nyad teases Johnny Carson about how many times she'd had to do the show before she finally met him. This is a reference to his famously reduced work schedule (three days a week, frequent vacations), during which guest hosts filled in.
Almost all the water seen is not real. For safety, budget and logistical reasons, the scenes in the sea were filmed in a tank, and by recreating the ocean in CG, the director could have creative input in what it had to look like. What is seen in the final version is a combination of the live-action shots with CG water.
In a 2023 interview with Deadline, Elizabeth Chai Vasarhelyi spoke about not using body doubles for Annette Bening in the film: "We had three amazing body doubles, amazing, world-class, the best of the best stunt women, including ones who were wholly age appropriate. Our first day at the tank, we had a safety check, so the three stunt doubles were there, all the water safety people were there, and she gets into the tank, and she swims, and it was a moment of awe. Not relief, it was awe, because it was effortless. She looked like a marathon swimmer. Warren Beatty and Annette have a beautiful pool at their house, and they also have a really large Newfoundland named Scout who just sits there and barks while she swims. So, we knew she wasn't going to drown. She's a natural athlete, but she wasn't a marathon swimmer. But she's the type of actor who takes her craft so seriously that she knew that was important. The added bonus was that she'd built up this endurance that allowed us to maximize our shooting time, because even just to get her out of the water and then put her back in is 30 minutes. She was like, 'Oh, I can just stay here,' and it was a baking sun. And it was freezing in the water, even though there's baking sun. It was miserable."