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Wings of the Morning was the first film of New World Pictures, Ltd., which was a British subsidiary of Twentieth Century-Fox Film Corp., and marked Robert T. Kane's first production in England for Twentieth Century-Fox. According to Lib, the film's cost was $500,000. According to International Photographer, the film was made at the new Denham Studios, which were built on an old estate previously owned for generations by a once-wealthy family. The estate included lavish grounds and parks, and the river Coine flowed through it. Scenes were shot in Ireland and London, and at Epsom Downs racetrack. The picture was the first Technicolor film produced in England and also was French actress Annabella's first English language film. (In 1934, she came to Hollywood to star in Caravane, Fox's French language version of Caravan.) A modern source states that William Burnside, the assistant to the producer, taught Annabella English, and information in the Twentieth Century-Fox Records of the Legal Department at the UCLA Theater Arts Library states that a "Miss Downson" was hired to help Annabella perfect her English and her diction.
Glenn Tryon is listed as director in Hollywood Reporter production charts until June 29, 1936, when Harold Schuster's name first appears. According to modern sources, Tryon directed some location shooting in Ireland and the filming of the Derby before he had a disagreement with Kane and was replaced by Schuster. Wings of the Morning was Schuster's first credited film as director. Earlier, he had been an editor with Fox and had lost an opportunity to direct in the early 1930s when Chase Manhattan took over the company. In 1935, Schuster directed additional scenes in Spring Tonic and was scheduled to direct Fly by Night, but before production began, Fox merged with Twentieth Century Pictures, and the new studio head, Darryl Zanuck, cancelled that film.
According to a Hollywood Reporter news item, the Technicolor processing was done in Hollywood, as was the editing, which Schuster oversaw. The opening credits listing John McCormack reads "Introducing the famous Irish tenor." McCormack sang three songs in the film. According to the screen credits, racing commentator E. V. H. Emmett appeared "By Courtesy of the Gaumont-British News." The well-known jockey Steve Donoghue played himself. Henry Fonda, who made the first outdoor Technicolor film the year before, The Trail of the Lonesome Pine, met his future wife Frances Seymour Brokaw during the shooting, according to Lib. Fonda was loaned by Walter Wanger for the production. Hollywood Reporter production charts list the following additional cast members: Anthony Bushell, Niall McGinnis, Dorothy Dewhurst, John Hepworth and Edana Rubinstein. Their participation in the final film has not been confirmed. According to modern sources, Evelyn Ankers also was in the film. Modern sources state that the working title was The Sport of Kings. A 1919 Fox Film Corp. production with the same title was not based on the same source.