The climactic fight scene was filmed in Ukraine. It snowed so early (October) that it caught the filmmakers by surprise, as they had already started filming. They decided to change the script and the movie so that it would appear almost as if this epic battle began during the fall and ended during winter. Yimou Zhang was very happy with how it turned out because it set the perfect tone and obviously highlighted the blood spilled on the snow.
To prepare for her role, Ziyi Zhang lived with a blind girl for two months. The blind girl became blind at the age of 12 because of a brain tumor.
Ziyi Zhang is not actually a trained martial artist, despite having been in many martial arts films. She is however a skilled dancer (joined the Beijing Dance Academy at age 11), which allowed her to adapt to the fight choreography.
This was originally going to be Anita Mui's final appearance in film and she had already accepted the role but, because she was battling cervical cancer, her part wasn't going to be filmed until early 2004. After her death on 30 December 2003, director Yimou Zhang decided to alter the script rather than find a replacement. Anita's name will still be listed in the credits.
The scene in the bamboo forest is very common in Chinese martial arts movies. Yimou Zhang felt that he had to stay in that tradition and added the scene in the bamboo forest.