This film, which was billed as the "first Negro talker," was Micheaux's first sound film. The Var review notes that it "runs" only partly in dialogue, the rest of the film using sound synchronization. According to Var, Frank Schiffman was the general manager of Leo Brecher Theater Enterprises and personally operated the Lafayette in Harlem. Var also notes that the initial estimated cost of the film was approximately $4,500, and that its final cost was $15,000. Roland Holder does a tap dance and Louise "Jota" Cook, a nightclub entertainer, does a "muscle dance" in the film.
       Modern sources note that Micheaux filmed the outside of steel magnate Charles Schwab's New York City mansion, without authorization, to represent the Duval mansion in the film. They note further that after a successful premiere in New York, the first showing in Pittsburgh was halted midway by two women members of the Pennsylvania Board of Censors, because, they claimed, it lacked a seal indicating that it had been passed by the state censor board. There was speculation at the time that the real reason was that certain scenes showed a black man making love to a light-skinned woman. Modern sources give the followng information about the production: that Micheaux thought that his ending, which ultimately skirted the issue of interracial love, would allow the picture to be shown; that a second version of The Exile was made because Micheaux was unhappy with Stanley Morrell's performance; and that many scenes were reportedly reshot with Lorenzo Tucker in the lead role, and advertisements were printed announcing him in the starring role. No extant prints of the Tucker version have been located, and it is possible the film may not have been completed.