Both Margaret Lockwood and Patricia Roc were brought back to Gainsborough to re-shoot some of their scenes with less revealing décolleté versions of their revealing wardrobe. Despite this, "The Wicked Lady (1945)" was the very first British film to be cut by Hollywood censors due to leading lady Margaret Lockwood's still remaining revealing cleavage.
Valerie White was originally cast in the role of highwayman Capt. Jerry Jackson's doxy. The actress developed appendicitis and Jean Kent took over the part. The first scene in which the character appears, Lockwood breaks into the room and Mason's in bed with her; we only actually see her back, and it is White's back we see.