MGM optioned the biography, upon which this film is based ("Arbus"), in 1984 as a possible starring vehicle for Diane Keaton.
Robert Downey Jr. had a previous connection to the Arbus family. His father, filmmaker Robert Downey Sr., made Greaser's Palace (1972) starring Diane Arbus' ex-husband, Allan Arbus, with young Robert Jr. in a small part.
The film features no photographs by Diane Arbus. The Arbus estate denied approval to use her work in the film.