All Her Fault was filmed primarily in Australia, not Chicago. Filming took place mainly at Docklands Studios Melbourne in Victoria, with additional location work around Melbourne and nearby seaside suburbs, while exterior shots are used to depict the Chicago setting in the story. The production leveraged Melbourne locations such as South Melbourne, Elwood, Williamstown, and related urban spaces to stand in for the Lake Michigan-area milieu, though most interiors were shot at the studio facilities. The Chicago setting you see on screen is therefore created through a combination of Melbourne-based filming and on-location exteriors, rather than shoot days in Chicago itself. [external-source: reported by several outlets in late 2025, including NBCUniversal and industry coverage]