The Weyl double copy is a procedure for relating exact solutions in biadjoint scalar, gauge and gravity theories, and relates fields in spacetime directly. Where this procedure comes from, and how general it is, have until recently remained mysterious. In this paper, we show how the current form and scope of the Weyl double copy can be derived from a certain procedure in twistor space. The new formalism shows that the Weyl double copy is more general than previously thought, applying in particular to gravity solutions with arbitrary Petrov types. We comment on how to obtain anti-self-dual as well as self-dual fields, and clarify some conceptual issues in the twistor approach.