The film marks the debut of Nastassja Kinski, whom Wenders' wife discovered in a disco in Munich. Later she played one of the leading roles in Wenders' film Paris, Texas (1984), as well as appearing in his Faraway, So Close (1993).
The long walk is in the wine region from where Wenders' mother comes. The gunshots are real and are made by some of the neighbors. One of them is on a moped.
Following The Goalkeeper's Fear of the Penalty (1972), Wrong Move was Wenders' second film collaboration with his friend Handke, who was already a respected author. Handke wrote the screenplay two years after his mother had killed herself, which had deeply affected him and influenced the story's dark tone.
The film was shot over four weeks, including from a helicopter over the Elbe River. Landscape shots in the film were inspired by the 18th-century paintings of German artist Caspar David Friedrich.
According to Wenders, although Wrong Move is based on Wilhelm Meister's Apprenticeship, screenwriter Peter Handke did not use any of the book's dialogue and incorporated a minimal amount of its action, mainly borrowing its concept of a young man "on a journey of self-realization". Wenders also toyed with the idea of whether such a journey would be a mistake, and hence Handke and Wenders made the film as a refutation of Goethe's novel and German Romanticism, in which their character suffers because of his travels. Wenders also stated Wrong Move is about "how to be able to grasp the world through language."