Bangkok Shocks, Saigon Shakes, Hanoi Rocks was recorded in January 1981, between Hanoi Rocks' club shows. While the album was produced by Andy McCoy and Michael Monroe under the name "The Muddy Twins" (inspired by "The Glimmer Twins"), the album was recorded by Swedish Seppo Johansson, who worked at the studio. Even though the album is regarded by many as good, Andy McCoy commented in the December, 1981 issue of Soundi that Johansson ruined many of the songs. Also Michael Monroe says that he can't listen to his singing on the first Hanoi-album, as his voice wasn't very good yet.
The album was originally going to be titled Some Like It Hot or Some Like It Cut, but Jim Pembroke suggested the name Bangkok Shocks, Saigon Shakes, Hanoi Rocks, which the band ultimately chose.