Sir Alfred Hitchcock, following his usual practice, bid for the movie rights to Winston Graham's novel anonymously, so as to keep the price down. However, in this instance, the scheme backfired; the anonymity of the purchaser made Graham suspicious, although he regarded the amount of money on offer as extremely generous. He instructed his agent to ask for twice as much. Hitchcock agreed, on condition that the deal be closed immediately. When Graham discovered who it was who had bought the rights, he said he would have given them away free for the honor of having one of his stories filmed by Alfred Hitchcock.
After rehearsing just a few scenes with Sean Connery, Tippi Hedren asked Sir Alfred Hitchcock, "Marnie is supposed to be frigid... Have you seen him?" referring to the young Connery. Hitchcock's reply was reportedly, "Yes, my dear, it's called acting."
Diane Baker has said that for the scene where she eavesdrops on Mark and Marnie talking outside of the house, Sir Alfred Hitchcock came up to her, put his hands on her face, and physically manipulated it into having the expression he wanted for the scene.
To film real horses riding without having to work outdoors, Sir Alfred Hitchcock came up with the idea of running the horses on a gigantic treadmill. Crew members objected to the idea, because it was considered highly unsafe, and because they simply didn't think it would work. Still, Hitchcock wanted to at least try it, and when they did, it worked without a problem. Originally, a harness was attached to Tippi Hedren during these shots for safety reasons, but it was removed when it was found to impede shooting.
Sir Sean Connery had been worried that being under contract to Eon Productions for James Bond and non-Bond movies would limit his career, and turned down every non-Bond movie Eon offered him. When asked what he wanted to do, Connery replied that he wanted to work with Sir Alfred Hitchcock, which Eon arranged through their contacts. Connery also shocked many people at the time by asking to see a script, something Connery did because he was worried about being typecast as a spy, and he did not want to do a variation of Intriga Internacional (1959) or Tuyo es mi corazón (1946). When told by Hitchcock's agent that Cary Grant did not ask to see even one of Hitchcock's scripts, Connery replied, "I'm not Cary Grant." Hitchcock and Connery got along well during filming. Connery also said that he was happy with the movie, "with certain reservations."
Alfred Hitchcock: (At around five minutes) Coming out of a hotel room as Marnie walks along the corridor.