Dave McKean, who created the covers for the comic series, came out of "Sandman retirement" to design the credits sequences for this series.
In an interview, Tom Sturridge (Morpheus) revealed that Neil Gaiman told him on his first day of filming to "stop being Batman" with his dialogue.
Every episode is named after an issue from the comic series, with the slight exception of "24/7", of which the original comic title was "24 Hours".
In July 2019, after multiple failed attempts to make a screen adaptation, Netflix acquired Neil Gaiman's The Sandman comic book series. Described as "a rich blend of modern myth and dark fantasy in which contemporary fiction, historical drama, and legend are seamlessly interwoven," Gaiman wrote the first episode with show runner Allan Heinberg and David S. Goyer. The author, who is fresh from adapting the novel he wrote with Terry Pratchett, Good Omens, said the first series would only cover Preludes and Nocturnes, the first eight comics in the Sandman series. According to the Hollywood Reporter, sources have described the deal between Netflix and Sandman's owner Warner Bros as "massive" and "the most expensive TV series that division of DC Entertainment has ever done."
Neil Gaiman spoke to some of the creators of Constantine, and they approved of the decision to rewrite him as Johanna Constantine for episode 3. This is technically a new character, as she is not the same Johanna (Lady) Constantine who appears in episode 6 and was part of the original graphic novels. Lady Constantine was created by Gaiman as a tribute to Alan Moore, who created John Constantine.