Nick Cave and Andrew Dominik had an agreement in which Dominick could shoot anything he wanted and ask any question, and Cave would be able to cut whatever he didn't like. Despite the agreement, Cave was angry at the final cut and worried it was exploitative; the film was ultimately released without cuts. After seeing the film again with an audience, Cave embraced it as "a gift" to himself, his wife Susie and his deceased son Arthur.
Nick Cave commissioned and financed this documentary to be made as a way of avoiding what he knew would be a deluge of media questioning on his son Arthur's death in the middle of recording the album Skeleton Tree. He never expected to see a profit from it.
Shot in 10 days, with the musical sequences elaborately staged and the interviews completely improvised.
Andrew Dominik originally intended to shoot the film as "a performance based concept", but it became "something much more significant" as he began conducting interviews during filming. The decision to conduct interviews and introduce non-musical elements was "completely improvised" by Dominik during principal production. Interviews with Nick Cave and Susie Bick were filmed in both London and Brighton.
The portions of the film featuring Nick Cave's narration and voiceovers were recorded on his iPhone after filming was completed. Several hours of his personal recordings were sent to Andrew Dominik via Dropbox; Dominik edited the recordings and "built sequences around pieces" of them.