It took two hours every day to get Keira Knightley fully costumed, including being sewn into her corsets. Once she was fully dressed and wigged, it was practically impossible for Knightley to go to the toilet in the production trailers.
The current Duchess of Devonshire invited Keira Knightley to her stately home to inspect artefacts that belonged to the real Georgiana. One of these was her debt book. Georgiana was a gambling addict in real life and racked up considerable debts. Knightley was keen to have this aspect of her character worked into the film but it proved to be a nut that the writers and production team failed to crack.
In real life, the Duke William Cavendish was only eight-and-half years older than Georgiana. They married at ages 25 and 17. The film portrays the Duke as being much older. Actors Ralph Fiennes and Keira Knightley are 23 years apart. Also, Charles Grey is implied to be about the same age as Georgiana in the film. In real life, he was seven years younger.
Costume designer Michael O'Connor based the blue "Fox uniform" ensemble worn by Keira Knightley in the whig political rally scene on portraits and political cartoons of Georgiana, Duchess of Devonshire, that were made in the late 18th century.
Keira Knightley leapt at the chance to make the film as she really wanted to work with Ralph Fiennes, an actor she admires greatly.