Location filming was done in Chicago March through May of 1964. The stars stayed at the Astor Towers Hotel during filming. Interiors were shot at Fred Niles Studios which are now Oprah's Harpo Studios. The exterior of the Xanadu night club in the film was the old Gate of Horn folk club at the southeast corner of Dearborn & Chicago. The interior night club scenes were shot in what had been the short-lived "new" Chez Paree at 400 N. Wabash. The film opened in Chicago on October 27, 1965 at the Woods Theater which can be seen in film with the film "The Cardinal" listed on the marquee.
Studio publicity claimed actor Kamatari Fujiwara created the large kinetic sculpture, called "Yes" in the film, but the work was actually done by Robert Fields, a industrial design student at The School of The Art Institute of Chicago. The sculpture was set up on the ice rink of the Marina Towers apartment complex.