Stephen Steps Out marked the feature film debut of teenager Douglas Fairbanks, Jr., son of screen star Douglas Fairbanks and Anna Beth Sully, to whom Fairbanks was married at the time of his affair with actress Mary Pickford. The elder Fairbanks was initially hesitant about his son’s pursuit of an acting career, stating in a Nov 1923 Picture Play magazine article: “I did not want the boy to go into pictures until he had completed his education, but I am willing to help him all I can, now the step has been taken.”
       Principal photography began either 30 Jul 1923 or 1 Aug 1923, as noted by contradicting 4 Aug 1923 Exhibitors Trade Review and 11 Aug 1923 Motion Picture News items. A 1 Sep 1923 Motion Picture News brief quipped that the thirteen-year-old actor spent the first two weeks of production “in the heart of the Turkish Empire.” For all intents and purposes, filming took place entirely on the Paramount Pictures lot, in Los Angeles, CA, on sets meant to evoke Turkish locations. Technical advice on “Turkish matters” was provided by G. N. Baker. After approximately ten weeks of filming, production concluded in mid-Oct 1923, according to a 14 Oct 1923 FD news brief.
       Following the film’s 18 Nov 1923 premiere at the Rivoli Theatre in New York City, Var panned the boy’s performance, noting his inexperience while remarking that “acting is a profession … that must be learned.” The 22 Nov 1923 review also faulted the “decidedly ordinary” story and ineffective stunt sequences, which were shot from a distance, thus confusing whether Fairbanks or a double performed the athletic feats. Other reviews, however, including those in the 1 Dec 1923 Motion Picture News, 1 Dec 1923 Moving Picture World, and 8 Dec 1923 Exhibitors Herald were more favorable, crediting the teenager’s naturalness and charm.