Filmed on-location in London. In order to avoid crowds interrupting filming, many scenes started filming around 2 a.m.
The movie is set in 2017 (even though it was filmed in 2018-19). From that context, "last Christmas" would mean December 25, 2016. This is the same day that musician George Michael died.
Director Paul Feig was originally not interested in doing another Christmas comedy, after his previous entry, Enfants non accompagnés (2006), was a critical and commercial failure. However, after reading the script, personally sent to him by Dame Emma Thompson, he was convinced.
Wham! donated all of the royalties of the original song, Wham!: Last Christmas (1984), to Ethiopian famine relief.