Production finally finished on June 4, 2017. A few days later, Gilliam jokingly posted on Facebook that he had accidentally deleted the film.

When production started in August 2000, it was marked by misfortune. Jean Rochefort, originally cast as Don Quixote, had to drop out due to a double herniated disc. He'd spent seven months learning English for the role. A flash flood on the second day of filming washed away equipment and changed the color of the barren cliffs, making the previous footage unusable. Production halted within a week. It took Gilliam 16 years to get the film off the ground again.

Terry Gilliam tried to make a movie about Don Quixote for many years. He already went into production of the movie once and cast Jean Rochefort as Quixote, but the project ultimately failed. This was documented in Verloren in La Mancha (2002).

In 2010, Robert Duvall and Ewan McGregor were announced to star.

Said to be the most cursed film in cinema history.

In 2015, Jack O'Connell and John Hurt were cast in the lead roles. Both dropped out. Hurt died on January 25, 2017.

Jean Rochefort, Johnny Depp, Vanessa Paradis, Sally Phillips, Miranda Richardson, Christopher Eccleston, Bill Paterson, Rossy de Palma, Jonathan Pryce, Ian Holm, Eva Basteiro-Bertoli, and Peter Vaughan were all going to be in the original film that began filming in 2000. Pryce later took over Rochefort's role as Quixote in the production that started in 2017.

The film's cinematographer, Nicola Pecorini, used anamorphic lenses to "compensate" for the digital look provided by the Alexa camera and turned to a specific set of lenses : a set of handmade lenses by Technovision and assembled specially for Vittorio Storaro on Apocalypse Now. The shortest focal length on this set was 25 mm whereas Gilliam often uses shorter focal lengths on his other films. Indeed the 14 mm lens, which has been nicknamed "The Gilliam" among filmmakers because of his frequent use since Brazil, was only used for shots of the film directed by the character of Toby, which appear from time to time within the actual film.

Terry Gilliam started working on the film in 1989, but was unable to secure funding until 1998 when it entered full pre-production for the first time.

After production was cancelled in 2000, an insurance claim was filed on behalf of the investors. The insurance companies reportedly paid out US$15 million, and got the rights to the screenplay.

Received a 15 minutes standing ovation when it premiered at Cannes Film Festival.

After eight attempts since 1989, production finally wrapped in June 2017.

The first location shoot (at the first production in August 2000) was at Bardenas Reales, a scenic, barren area near a military base north of Madrid, Spain. Fighter jets flew overhead repeatedly, ruining the audio and mandating post-production re-dubbing.

Jonathan Pryce's costume as Don Quixote is the one Jean Rochefort wore in the 2000 attempt, as seen in Lost in La Mancha. Carlo Poggioli, the assistant of Gabriella Pescucci, costume designer for the 2000 version, rediscovered it while browsing for costumes for an opera. Pescucci gave her blessing for the costume to finally be used in a film. In the end, Lena Mossum, costume designer for the new version, did some adjustments, and the costume fit Pryce perfectly.

It's the first Gilliam feature film shot digital. And the first shot with anamorphic lenses.

After 17 years, Terry Gilliam announced on Facebook that the film finally wrapped production on June 2017.

After their film "Lost in La Mancha", chronicling the failed first attempt to produce "The Man Who Killed Don Quixote" in 2000, the directors Keith Fulton and Louis Pepe came back to shoot a new making of for the new version of Terry Gilliam's legendary project. Their film will be called "He Dreams of Giants" and will favor a different approach than "Lost in La Mancha" by focusing more on Gilliam himself and the "internal struggle in an artist's mind".

Gilliam started working on the film in 1989, but was unable to secure funding until 1998 when it entered full pre-production with a budget of $32.1 million without American financing, with Jean Rochefort as Quixote, Johnny Depp as Toby Grisoni, a 21st-century marketing executive thrown back through time, and Vanessa Paradis as the female lead. Shooting began in 2000 in Navarre, but a significant number of difficulties such as sets and equipment destroyed by flooding, the departure of Rochefort due to illness, problems obtaining insurance for the production, and other financial difficulties led to a sudden suspension of the production and its subsequent cancellation. The original production was the subject of the documentary film Lost in La Mancha, which was intended to be a making-of but was released on its own in 2002. Gilliam made repeated attempts to relaunch production between 2005 and 2016, which included Robert Duvall, Michael Palin, and John Hurt as Quixote, and Depp, Ewan McGregor, Jack O'Connell, and Adam Driver as Grisoni. However, all ended up being cancelled for various reasons, such as failing to secure funds, Depp's busy schedule and eventual loss of interest in the project, and Hurt being diagnosed with the cancer that would eventually result in his death. After yet another failed attempt, it was unexpectedly reported in March 2017 that filming had finally started, with Driver still attached as Grisoni, Jonathan Pryce as Quixote, and Olga Kurylenko as the female lead. On 4 June Gilliam announced that the shooting of the film was complete, 17 years after it originally started.

In 2008, Michael Palin reportedly entered talks with Terry Gilliam to play Don Quixote.

In a 2014 television interview with France 2, Jean Rochefort, who was originally cast as Don Quixote, said about his stormy relationship with director Terry Gilliam, "I have no sympathy for him." Rochefort accused Gilliam of intentionally starving the horse used as Don Quixote's noble steed, Rossinante, for 40 days so it would look emaciated, and that the starving horse was then led around the set by dangling apples in front of its face. Rochefort also said that the horse died on set one day after he left the production. In a 2018 interview for the French magazine "L'Obs", Gilliam said he had nothing to do with the treatment of the horse and that the animal died long after filming was done. In Verloren in La Mancha (2002), the horse is still alive 2 days after Rochefort left (on the 6th day of shooting), filming scenes with Johnny Depp.

The film is dedicated to the memory of John Hurt and Jean Rochefort. Terry Gilliam had chosen both to play Don Quixote in past incarnations of this project, and both died before the film was completed.

It is widely recognized as one of the most infamous examples of development hell in film history. Gilliam tried to make the film many times over the span of 29 years.

The story was inspired by A Connecticut Yankee in King Arthur's Court.

Jonathan Pryce and Terry Gilliam have worked on several projects together. The most famous was Brazil (1985).

The best-known adaptation of Don Quixote is arguably the musical 'Man of La Mancha', which has been produced on stage with, among others, José Ferrer. One of the actors that Terry Gilliam considered for the role in this film was Gérard Depardieu who, like Ferrer, has also played Cyrano de Bergerac. Fittingly, Cyrano is at one point asked if he has read Don Quixote, to which he replies, "I've practically lived it!"

The film premiered on 19 May 2018, simultaneously acting as the closing film at the 2018 Cannes Film Festival and being released in French theaters.

After Paulo Branco's legal action aimed at the Cannes festival to prevent the screening of The Man who killed Don Quixote, the President and General Delegate of 2018 Cannes film festival openly criticized the Portuguese producer in a joint statement. The press release issued on April 30th 2018 states that "Mr Branco has allowed his lawyer to use intimidation and defamatory statements, as derisory as they are ridiculous, one of which targets the former President of an event which he has made use of throughout his career to establish his own reputation." and goes as far as describing Branco as "a producer who has shown his true colors once and for all during this episode and who has threatened us, via his lawyer, with a "humiliating defeat"." In a following statement on May 10th, they criticized again Branco's "slanderous attacks and lies" after the French court dismissed his request to ban Terry Gilliam's film from being screened as the closing film of the festival.

In an interview for french radio France Culture in 2003, Jean Rochefort revealed that Terry Gilliam said that he'd ask him for approval for any actor that he would cast as Quixote in replacement of the french actor. Although he felt grateful for Gilliam's attention, Rochefort said he would never dare use such "power".

The movie is loosely based on the 1605 novel 'Don Quixote' by Miguel de Cervantes y Saavedra.

The squatting person depicted on the pre-production art announcing the film holds a significant similarity to the artwork 'Boy', a giant sculpture made by Australian artist Ron Mueck and exhibited at ARoS Art Museum in Aarhus, Denmark.