Kate Winslet previously worked with Ellen Kuras on Eternal Sunshine of the Spotless Mind (2004) and A Little Chaos (2014), on which Kuras served as the cinematographer. Winslet and Kuras had talked about collaborating further, and the opportunity finally came about with this film. Kuras was at a bookstore in New York when she spotted a book about Lee Miller and noticed an uncanny resemblance between Miller and Winslet, she then sent Winslet a copy of the book and kept another copy for herself. Years later, Winslet bought an antique table that was owned by Miller; she then rediscovered the book on her shelf and talked with Kuras about it again. Winslet then started developing a movie project about Miller and asked Kuras whether she would like to direct it and Kuras accepted it.
The production was granted full access to The Lee Miller Archives, with full cooperation and trust from Miller's family.
Marion Cotillard is a big fan of Kate Winslet and presented her with the Best Actress Oscar at the 2009 Academy Awards. Cotillard stated that she always dreamed about making a movie with Winslet, and that she was upset when they didn't share any scenes in Contagion (2011). In 2013, Cotillard wrote a review for Variety praising Winslet's performance in Labor Day (2013). Winslet wrote Cotillard a letter asking her to play French Vogue editor (and Lee Miller's close friend) Solange d'Ayen in this film.
Based on "The Lives of Lee Miller," the only authorized biography of Lee Miller's life, written by her own son, Antony Penrose.
Kate Winslet, and Marion Cotillard had previously starred together in Contagion (2011), although they did not share any scenes together.