The entry was written and directed by executive producer Vince Gilligan, his thirtieth and last episode as writer for the series.

The show centers on FBI special agents who work on cases linked to the paranormal, called X-Files; this season focuses on the investigations of John Doggett (Robert Patrick), Monica Reyes (Annabeth Gish), and Dana Scully (Gillian Anderson).

In this episode, Doggett, Reyes, Walter Skinner (Mitch Pileggi) and Scully stumble on to a bizarre murder case where the main suspect is a man with an unusual obsession for The Brady Bunch.

Despite their initial differences—both in investigative style and love of The Brady Bunch—the four of them soon learn that the man's telekinetic ability is the ultimate, undeniable proof of an X-File.

Inside, they find a perfect recreation of the house from the series; Mike, unsettled, gets worried and leaves, but Blake plods on.

The three speak to the owner, Oliver Martin (Michael Emerson), but upon entering discover that the house looks nothing like the one featured in the teaser.

Dana Scully (Gillian Anderson) looks through various X-Files and discovers one about a young boy named Anthony Fogelman, who possessed psychokinesis.

Scully laments the fact that there may not be any vindication for the X-Files, but that cases like Fogelman's might show that there is proof of "more important things.

[6] The elaborate Brady Bunch house set featured in the episode was built completely by the production crew, according to series co-star Gillian Anderson.

[5] Anderson, who was a fan of popular sitcoms made by Sherwood Schwartz, like Gilligan's Island and The Brady Bunch, called the experience "wild".

[7] "Sunshine Days" originally aired on the Fox network on May 12, 2002, and was first broadcast in the United Kingdom on BBC Two on March 16, 2003.

Aaron Kinney from Salon magazine was critical of the producers' idea to air the entry as the penultimate episode leading up to the heavily-promoted series finale.

Kinney pointed out that the episode had little to do with the show's overarching storyline, but it was nevertheless touted as part of The X-Files "Endgame" promotion strategy.

"[10] Robert Shearman and Lars Pearson, in their book Wanting to Believe: A Critical Guide to The X-Files, Millennium & The Lone Gunmen, rated the episode three-and-a-half stars out of five.

Crang, in his book Denying the Truth: Revisiting The X-Files after 9/11, said that "the central story falls a bit flat", but the episode worked well as a "paean to medium of television itself" and he felt it was an appropriate vehicle for the series' penultimate installment.