Principal photography commenced in late 2011, wrapping up one year later, with additional scenes shot until late 2013. Post-production went on hiatus and could only be completed two years later.
The synagogue scene was shot at Finchley Progressive Synagogue in North London, a Jewish community the director was part of at the time. The Shabbat Resouled Band associated with FPS makes an appearance in the film and even provides one song for the soundtrack.
Several scenes were shot at Netherhall House, a Catholic hall for male students managed by Opus Dei. Cast and crew members were living at Netherhall at the time, while completing their university studies.
The tension between Sancho and Virgil, whose names echo Sancho Panza and the Roman poet Virgil who guides Dante through Inferno, is meant to illustrate the fight between two literary canons - Don Quijote and The Divine Comedy - over who had the greater impact on cinematic narrative form.