It was originally intended for Sir Michael Palin (William Makepeace Thackeray) to appear in just one episode, but it was quickly decided to feature him in all seven episodes and he completed shooting all his scenes in just one day. Palin had previously chosen Vanity Fair as his favorite book, when he appeared on Radio Four's Desert Island Discs.
Suranne Jones (Miss Pinkerton) and Olivia Cooke (Becky Sharp) appeared on The Secret of Crickley Hall (2012).
Sir Michael Palin and Simon Beale Russell also worked with together in The Death of Stalin (2017).