Daisy Duck gets her name in this cartoon. She had previously appeared in Don Donald (1937) under the name Donna. As in that cartoon, she speaks in the same quacking voice as Donald.
One of the dancers brought in as reference for Donald and Daisy's jitterbug was Virginia Davis, who as a young girl appeared in Walt Disney's Alice comedies in the 1920s.
"Mr. Duck Steps Out" from 1940 had two working titles: "Donald's Date" and "Donald in the Groove".
In the storyboard sketches for this cartoon, Donald wears his familiar sailor suit. But in the final cartoon, his clothes are changed to a city slicker style. (The original pencil sketches can be seen in the DVD supplement.)