Julie Delpy auditioned for the lead roles. By her own admission, she lost the role when Krzysztof Kieslowski asked her to act sexy and she responded by putting her finger in her ear. Kieslowski ended up casting her in Drei Farben - Weiß (1994).
Kieslowski features music by the fictitious Dutch composer Van De Budenmayer in this movie and Trois Colours: Bleu.
At one point during editing, Kieslowski and editor Jacques Witta had the idea to make as many different versions of the film as there were cinemas to show it. This would have meant that in Paris alone seventeen different versions of "The Double Life of Veronique" would have been available to screen. The idea was eventually scrapped due to obvious time and financial constraints.
The text sung by Weronika in the Concert is actually the beginning of the second Chant of Dante's Paradiso: "O voi che siete in piccioletta barca, desiderosi d'ascoltar, seguiti dietro al mio legno che cantando varca, Non vi mettete in pelago, ché forse, perdendo me, rimarreste smarriti. L'acqua ch'io prendo giá mai non si corse; Minerva spira è conducemi Appollo, è nove Muse mi dimostran l'Orse." Dante, Paradiso, II, 1-9.
Irène Jacob appears in every scene in the movie.