UFA insisted on the film being made inexpensively, as Fritz Lang's previous film Metropolis (1927) had brought the studio to near bankruptcy. Lang therefore chose to do most of the shots in narrow settings with lots of close-ups, as no big sets had to be built up for that way of filming. Fortunately "Spione" became a huge success.
Fritz Lang consciously chose to introduce Willy Fritsch as a scruffy homeless person, for Fritsch was most known from his previous films as the elegant gentleman he later becomes in this movie as well.
Director Fritz Lang was so obsessed with realism that in the scene where Agent 326 saves Sonya from a bullet, Lang used a real gun loaded with real bullets shooting at a glass plate directly behind the actors. Lang felt he need real danger so the actors act out the danger of the situation. Lang was convinced the actors had to be afraid during the shooting scene to make the audience afraid. Thankfully, no one was hurt.