A 13 Jan 1923 Motion Picture News brief announced that sets had been built for comedian Harold Lloyd’s next picture. Principal photography began sometime in Jan 1923, as confirmed by a 7 Jul 1923 Exhibitors Trade Review news item indicating that Lloyd had finished production after seven months at the Hal E. Roach Studios in Culver City, CA.
       On 18 Mar 1923, Exhibitors Trade Review described producer Hal Roach’s plans to expand his studios, but suggested that the team of people working with Harold Lloyd would be unaffected by changes. Seven months later, Lloyd and Roach decided to officially end their long-standing business association. The 7 Jul 1923 Exhibitors Trade Review indicated that the separation was amicable. Lloyd planned to form his own company, and Roach agreed to release all those who worked closely with the comedian from their contracts. Why Worry? thus capped a succession of popular Roach–Lloyd collaborations, including A Sailor-Made Man (1921, see entry), Grandma’s Boy (1922, see entry), Dr. Jack (1922, see entry), and Safety Last! (1923, see entry).
       In anticipation of the picture’s Sep 1923 release, an 11 Aug 1923 Exhibitors Trade Review noted that Why Worry? would mark the screen debut of actor John Aasen, who was reportedly over eight feet tall and weighed 460 pounds. The trade journal also indicated that writers Ted Wilde and Tim Whelan had assisted Hal Roach and Sam Taylor with writing the story and scenario. However, contemporary reviews consistently credited Taylor, alone, as writer. On 4 Oct 1923, FD reported that New York playwright Owen Davis intended to sue Harold Lloyd for plagiarism, claiming that Why Worry? was an infringement of his stage play, The Nervous Wreck, which Hal Roach had seen during the play’s first run on the West Coast. Lloyd’s legal representatives countered that making a comedy about a hypochondriac was hardly a unique idea.