Joining Woody Allens creative team for the first time was lauded Chinese cinematographer Zhao Fei, best known for his work on Raise the Red Lantern. Fei makes his English-language film debut with the richly textured visuals of Sweet and Lowdown. The cinematographer communicated with Allen and the rest of the artistic team through a team of translators but proved that the language of color and image is universal. "He clearly has a true gift," comments Woody Allen.
Creating 1930s reality out of the diverse 1990s locations fell under the aegis of long-time Woody Allen collaborator Santo Loquasto, the production designer who undertook his most extensive period designs to date with Sweet and Lowdown. Although the film criss-crosses the United States, a majority of filming took place in the five boroughs of New York City, with forays into New Jersey, upstate New York and the Connecticut border region. A popular dinner club on West 44th Street in New York City became a Chicago jazz club. Other clubs across Manhattan stood in for Emmet Rays various performance venues and the amateur talent contest Emmet enters took place at an Eagles Club in Ossining, New York, its parking lot filled with pristine vintage cars.
The production also toured city dumps and rail-yards Emmets favorite hangouts including the Sunnyside Rail Yards in Queens. The Chicago stockyards were recreated in Patterson, New Jersey.