The film is funded with a mixture of cryptocurrency and revenue from a producer's cam girl business.
There was very little computer animation in The Sadness, with 99% of the special effects being practical effects.
The movie was filmed in 28 shooting days in Taipei and Keelung, Taiwan.
Cartoon played at the beginning of the film was a animated short from 2015 by th film's director, Rob Jabbaz.
Ralf Chiu, who plays the friendly neighbor in The Sadness, is a very recognizable face in Taiwan due to years of being the spokesman for a popular supermarket chain.