Mystery Road Series 2 was filmed in Western Australia, specifically in the South West region around the picturesque town of Pemberton. The filming locations included various streets in Pemberton, Yeagarup, Pemberton District High School, Pemberton Caravan Park, Pemberton Pool, and areas around Deanmill. The fictional town of Loch Iris in the series was represented by Pemberton and its surrounding forests, particularly the dense karri forests and "ghost town" of Deanmill. These locations were chosen for their scenic and atmospheric qualities that fit the show's themes. This season dives into the early years of Detective Jay Swan and is set against the backdrop of this distinctive Western Australian landscape.

Note that earlier seasons of the Mystery Road franchise were filmed in other parts of Western Australia such as Kununurra/Wyndham, Broome, and Kalgoorlie/Coolgardie, but Series 2 used the South West (Pemberton and surrounding areas) as its main filming area.