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The opening cast credits differ in order from the closing credits. According to information contained in the file on the film in the MPAA/PCA Collection at the AMPAS Library, in July 1956, a lawyer representing American production company Princess Production Corp. submitted the film's script, originally entitled Mistress to Murder, to the PCA, which approved it that month. Although no production charts have been found on the film, information in the PCA file suggests that Lady of Vengeance was most likely shot during the latter part of 1956.
Lady of Vengeance was shot entirely in England. Publicity material contained in the file of the film at the AMPAS Library adds location shooting at the H. R. Harmer Philatelic Organisation, a leading stamp auctioneer in London. Lady of Vengeance was the first production of Princess Production Corp. and the first directing and producing credit for company president Burt Balaban. The film also marked Ann Sears's first starring role.