The film was originally to release on November 25 but was pushed back to December 4 to coincide with the Krampusnacht, a traditional Austrian festival held on December 5 that celebrates the Krampus coming to punish naughty children.
The Krampus's final design was distilled from various postcards and illustrations of the creature over the years.
Krampus is a huge part of Austrian and German folklore. In Austria and southern Germany, they have "Krampus Runs" where grown-up men dress up as Krampuses and parade through the city streets and scare children.
Michael Dougherty describes the Krampus in this film as Santa Claus's shadow: "He's not the unstoppable monster that kicks down your door and rampages and grabs you. There's something darkly playful about him. He's having a good time doing what he does, and he enjoys the cat-and-mouse aspect of it."
The visible breath in the cold exteriors was done digitally, but a major component of it involved filming real people in freezers reading dialogue for the scenes. Their breath was then isolated and added optically into the shots.