The film was shot in 44 days in Thailand. In preparation for the roles, the actors playing the prisoners spent several months losing weight. Since weight gain is accomplished more quickly than weight loss, the film was shot in reverse, with Bale fully regaining his weight during the course of the shoot. The film includes the first major occurrence of digital visual effects in Herzog's career. Because very few authentic A-1 Skyraiders remained flightworthy at the time of the production, the shots of Dieter's flight while airborne were created digitally. The crash itself, however, was produced practically.

In 2009 producers Gerald and Patricia Green were charged with making corrupt payments to Thai officials to secure lucrative film contracts between 2002 and 2006, including their contracts for Rescue Dawn. Their case went to trial on August 4, 2009, and was one of the first cases in the entertainment industry tried under the U.S. Foreign Corrupt Practices Act.