Get Lost was produced by Stephin Merritt. Kelly McKaig was the recording assistant, Eric Masunaga was the technical advisor and occasional mixer. The spoken word French vocals on the song "Smoke and Mirrors" were translated by Andrew Beaujon.
Eve Prime photographed the cover art for the album. The models in the photo are, from left to right, cellist Sam Davol, Ilsa Jule, Gail O'Hara, Michael Cavadias and Leslie Taylor (who would later go on to wed Sam Davol in 1997). Ashley Salisbury was the stylist.
Lilly of the Valley is listed in the liner notes as being one of the "cover models." It is a church in the Bronx and was the location of the photoshoot.