Shot in Edmonton, Alberta, Canada.
The chess set Melody uses in Cold Comfort has also appeared in director Brandon Rhiness's short films, Mental Case and I'm in Love with a Dead Girl.
The house used in Cold Comfort is the same house used in director Brandon Rhiness's film Hot Box.
Cold Comfort was shot in a total of seven days. Five days in April, 2018 and another two days in November, 2018.
The vent in wall that Melody listens to the kidnappers through isn't real. The production team screwed a vent cover into the wall.
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