Director James Gray reportedly had a lot of trouble with producer Harvey Weinstein, because Weinstein wanted a Meine Lieder, meine Träume (1965) - style ending with a soaring camera shot of Cotillard's character and her sister walking over a mountain to Los Angeles, while a V.O. narration was saying 'I made it, I made it' and we hear soaring music. Weinstein also wanted to cut to Cotillard in old-age makeup recalling her life, kind of a combination of 'Titanic' and 'Sound of Music'. Gray refused to end his movie like that and made no changes. Gray revealed in a 2022 interview for Vulture that Weinstein also threatened to release 'The Immigrant' on the TV channel Lifetime if he didn't change the ending.
Marion Cotillard had to memorize 20 pages of Polish dialogue and she had only two months to learn it.
In a May 2014 Salon interview, James Gray said that Joaquin Phoenix's role made him miserable on set. Often after Phoenix and Marion Cotillard shot a scene, he would walk up to Cotillard and say "I'm so sorry, I'm so sorry. This is not me, it's not me." He felt so horrible after one scene that he hid in his dressing room for hours.
This film marks the first time that James Gray wrote a leading role for a woman. He wrote the character Ewa Cybulska especially for Marion Cotillard. He also wrote the role of Bruno especially for Joaquin Phoenix.