This was the earliest American film to feature extensive location work in Italy involving the principal actors. Whilst filming, Joseph Cotten was invited to lunch by his old friend Orson Welles, who confided that he had also invited a couple of Italian businessmen whom he wanted to invest in his film version of "Othello". The presence of a film star would, Welles hoped, influence them to put up some money. Also in the restaurant was Sir Winston Churchill, whom Welles hailed most affectionately as he walked past. He later admitted to Cotten that he and Churchill had never previously met, but that he was hoping that this, too, would impress the Italians. His strategies worked; they agreed over lunch to help finance Welles's film, and Cotten and his co-star Joan Fontaine even played uncredited cameos in "Othello" whilst they were still filming "September Affair".
Cinematographer Charles Lang fell ill during production. Daniel L. Fapp filled in for him until Lang recovered and came back to work.
When Fontaine's character is at the piano, camera shots that include the actress's face are arranged so that the keyboard is not visible, so that she can mime the motions of playing. When the keyboard is visible and hands are shown playing, the camera is positioned so that Fontaine's face is not seen, allowing a skilled pianist to sit in for her.
A highly accomplished pianist, Rosay herself performs Rachmaninov's "Piano Concerto No. 2."