The Thursday Murder Club was filmed at multiple locations across England, particularly in the Home Counties north of London. Key filming locations include:
- Shepperton Studios in Surrey: Used for many indoor and studio shots.
- Aldbury, Hertfordshire: This picturesque village doubled as the fictional town of Fairhaven, featuring timber-framed cottages and a village hall transformed into the police station.
- Englefield Estate, Berkshire: Served as the external and some internal scenes of the Cooper's Chase retirement village, including the stately manor and gardens.
- Gaddesden Place, Hertfordshire: Used for various interior shots of Cooper's Chase.
- Beaconsfield, Buckinghamshire: Location of a family home used as Tony's residence.
- Other notable locations include the Red Lion pub in Little Missenden, Buckinghamshire, and contemporary homes in Hertfordshire for antagonist scenes, plus some scenes at Slough Ice Arena and Chatham Dockyard in Kent.
These locations brought the fictional village and retirement community settings of The Thursday Murder Club vividly to life on screen.