Director Anna van 't Hek worked almost four years on the project. She was inspired to make this documentary about the most famous sex club in the world after visiting the place when it was used as a museum between 2013 to 2016. It turned out to be a major disappointment, as the building was dirty and smelly, and showed little of the grandeur of its heydays. However, after hearing the passionate stories from the former manager, she got the idea for a documentary about Yab Yum's downfall, in which former employees could talk about what really happened behind the closed doors of this exclusive club. One reason that it took so long was that many of the people she approached refused to cooperate, and some she had to wear down "over many years of drinking coffee and white wine".
None of the interviews were actually filmed in the Yab Yum club. The building had been vacated for years during production, and was in a dinghy, mostly dilapidated state. Only some of the insert shots with the mannequins were taped there; for the interviews, other locations were used and dressed to resemble the Yab Yum of the past.
Director Anna van 't Hek confirmed the claim made by her father, comedian Youp van 't Hek, in his show Youp van 't Hek: Licht (2017) that he once visited Yab Yum while drunk and dressed as Sinterklaas (the Dutch Santa Claus) with two helpers. He was allowed in without paying the mandatory entry fee, but was kicked out after calling his significant other and suggesting to the clientele that they do the same. Anna stated that she has seen pictures of this event and heard confirmations from the two helpers. Her father had lived right opposite the exclusive sex club for 7 years in the 1980s, and Anna herself had grown up very close to it.