The film was written by David Webb Peoples, who had written the Oscar nominated film The Day After Trinity and co-written Blade Runner with Hampton Fancher.[7] The concept for the film dated to 1976, when it was developed under the titles The Cut-Whore Killings and The William Munny Killings.[7] The script was originally optioned by Francis Ford Coppola, who failed to the raise the money to develop the project any further.[8][9] By Eastwood's own recollection, he was given the script in the "early 80s" although he did not immediately pursue it, because, according to him, "I thought I should do some other things first".[10] Eastwood personally phoned Harris to offer him the role of English Bob, and later said Harris was watching Eastwood's movie High Plains Drifter at the time of the phone call, leading to Harris thinking it was a prank.[11] Hackman was hesitant to play Bill Daggett, as his daughters were upset that he was starring in too many violent films; but Eastwood convinced him to do it.[12]
Filming took place between August 26, 1991, and November 12, 1991.[13] Much of the cinematography for the film was shot in Alberta in August 1991 by director of photography Jack Green.[14] Production designer Henry Bumstead, who had worked with Eastwood on High Plains Drifter, was hired to create the "drained, wintry look" of the western.[14] The railroad scenes were filmed on the Sierra Railroad in Tuolumne County, California.[15]