Provided are a method for producing a dispersion in which pulverization and dispersion of inorganic fine particles can be stably performed with high productivity while thickening and gelation are suppressed; a dispersion that provides a cured coating film having high hardness and high transparency; a coating material including the dispersion; a coating film; and a film provided by forming the coating film. By using a wet ball mill including a vessel (p) filled with a medium, a rotational shaft (q), a stirring impeller (r), a slurry supply port (s), a slurry discharge port (t), and a shaft seal device (u), inorganic fine particles (C) are pulverized and dispersed in a slurry containing as essential components an active-energy-ray-curable compound (A), an active-energy-ray-curable compound (B), and the inorganic fine particles (C).