Marketing executives were so puzzled by the film that they did not know how to promote it. They eventually chose the tagline "a woman in trouble", based on David Lynch's sole explanation of the film as a mystery about a woman in trouble.
Laura Dern has said that the genesis of the whole project was a phone call from David Lynch saying, "Do you want to come and experiment?"
In the brief scene where Jeremy Irons is speaking to his gaffer through a megaphone in order to lower a light, the voice of the gaffer is David Lynch.
During a conversation between David Lynch and Laura Dern, Dern mentioned that her husband was from the Inland Empire (an area east of Los Angeles County, including Riverside and San Bernadino County). Lynch confesses he stopped listening to what she was saying because he loved the sound of the words "Inland Empire", and finally decided on these words as the title of his movie because "I like the word inland. And I like the word empire."