The show was written specifically for Sarah Lancashire, who had previously had a starring role in Sally Wainwright's Last Tango in Halifax (2012). Wainwright was so impressed by Lancashire's performance, she devised "Happy Valley" as a solo vehicle for Lancashire.
The show is filmed around Halifax in Yorkshire, and nearly all of the actors are local to the area. They speak with the distinct Yorkshire accent and use phrases like "it were" (instead of "it was") and "it's reet" (meaning "it's alright").
The prison canteen was actually filmed in a high school close to where "Happy Valley" was shot.
Following the second series in 2016, it was announced that Sarah Lancashire was unlikely to return to her lead role as Catherine Cawood; though it was announced several days later that Lancashire had had second thoughts and would be up for returning.