The current Duchess of Devonshire invited Keira Knightley to her stately home to inspect artefacts that belonged to the real Georgiana. One of these was her debt book. Georgiana was a gambling addict in real life and racked up considerable debts. Knightley was keen to have this aspect of her character worked into the film but it proved to be a nut that the writers and production team failed to crack.
In real life, the Duke William Cavendish was only eight-and-half years older than Georgiana. They married at ages 25 and 17. The film portrays the Duke as being much older. Actors Ralph Fiennes and Keira Knightley are 23 years apart. Also, Charles Grey is implied to be about the same age as Georgiana in the film. In real life, he was seven years younger.
It took two hours every day to get Keira Knightley fully costumed, including being sewn into her corsets. Once she was fully dressed and wigged, it was practically impossible for Knightley to go to the toilet in the production trailers.
The film was heavily marketed with links to Princess Diana (who is a direct descendant of Georgiana's family, The Spencers), using her image in the trailers, and with a tagline ("There were three people in her marriage") which is a play upon a quote attributed to the late Royal. Keira Knightley came out and denied the film had any links at all, stating that her character was interesting enough without any comparisons.
Keira Knightley leapt at the chance to make the film as she really wanted to work with Ralph Fiennes, an actor she admires greatly.