The third season is set primarily between December 2010 and March 2011, in three Minnesota towns: St. Cloud, Eden Valley, and Eden Prairie, and is the only season to not feature the titular Fargo, North Dakota. It follows the lives of a couple, Ray Stussy (Ewan McGregor) and Nikki Swango (Mary Elizabeth Winstead), who, after unsuccessfully trying to rob Ray's brother Emmit (also played by McGregor), become involved in a double murder case. One of the victims is an old man with a mysterious past whose stepdaughter, Gloria Burgle (Carrie Coon), is a policewoman. Meanwhile, Emmit tries to cut his ties with a shady organization he borrowed money from a year before, but the company, whose employees include V.M. Varga (David Thewlis) and Yuri Gurka (Goran Bogdan), has other plans.
Ewan McGregor was cast in the lead dual role as Emmit Stussy and Ray Stussy, and Carrie Coon plays the lead female role, Gloria Burgle. In September 2016, Mary Elizabeth Winstead was cast in a major role as Nikki Swango and Scoot McNairy in a recurring role. In November 2016, it was announced that Jim Gaffigan had joined the main cast in the role of Donny Mashman, Gloria Burgle's partner. However, it was later announced that Gaffigan would not appear in the season due to scheduling conflicts. Mark Forward was later cast to replace him as Mashman. In December 2016, several new actors joined the cast, including David Thewlis, Michael Stuhlbarg, Shea Whigham, Fred Melamed and Thomas Mann.
Filming began in early 2017 in Calgary, Alberta, where the previous two seasons were also filmed.
As with the previous two seasons, the third season had its own distinct visual style, achieved through color grading by removing the blue channel, as Noah Hawley explained: "So you take the blue channel on the digital image and you just dial it out. And what you end up with is a very distinctive look in which colors like red and orange and yellow; they just really pop in a different way. Usually in cold weather you add blue, because blue denotes cold. So it was interesting to take the blue out and see what it did to the image. And once we did that it became clear that it doesn’t look at all like any of the other years, which I really liked."
