In 1941 Carole starred in the film noir I Wake Up Screaming. Carole is Vicky Lynn, an ambitious starlet who is killed by a mystery man. She was under contract at Fox when she made the movie. Betty Grable plays Vicky's sister Jill who must solve her murder. Most of Carole's scenes are flashbacks since her character dies early in the film. Betty and Carole had also played sisters in Moon Over Miami but they did not get along with each other. One day on the set Betty upset Carole by reading a bad review she had gotten out loud. The rest of the cast includes Victor Mature, Laird Cregar, Elisha Cook Jr, and Allyn Joslyn. Carole and Victor had been good friends since they costarred in One Million B.C. I Wake Up Screaming was filmed at Fox Studios in Los Angeles from July 21 until August 25, 1941 and retakes were filmed in September.
The movie was directed by H. Bruce Humberstone. Before filming began Carole's dentist spilled silver nitrate on her lips so they were blue for three weeks. It didn't affect the movie because it was shot in black and white. The costumes were designed by Gwen Wakeling. In the movie Carole sings a song titled "The Things I Love". I Wake Up Screaming was based on the novel by Steve Fisher. The original title for the movie was "Hot Spot" and it was released in England with that name. The movie was released on October 31, 1941 and it was re-released on August 1, 1948. It was remade in 1953 with the title "Vicki". I Wake Up Screaming was a box-office success and it got great reviews. A lot of critics said that Carole's haunting performance stole the movie from Betty.