LEGEND OF THE FIST THE RETURN OF CHEN ZHEN not only had many fight scenes but also had a rather serious production. One of the key sets, the Casablanca dance hall, cost over 3 million to build. Shu Qi in this scene flirted with Donnie Yen Chi Tan and Anthony Wong Chau
Sun. The brilliance of the set and the complexity of the relationships were both just as exciting and full.
Shu Qi and Chau Sun have worked together many times, playing another romantic scene would not be difficult. However Shu Qi and Chi Tan had many scenes together in the film. At first they appeared to be very cautious. Director Andrew Lau Wai Keung under the suspicion of messing around with them started with their flirting scene as they chatted with drinks in hand. Before the shoot, Chi Tan and Shu Qi drank red wine for real in order to get into the minds of the characters even more. Under slight intoxication, they easily achieved the complicated emotions of falling for each other but also testing each other's identities. The director accepted the take.
Shu Qi also had to practice singing and dancing hard before the shoot in order to play the night club dancer. Lam Wa Chiu choreographed one of the dance scenes. Lam Wa Chiu praised Shu Qi's good background, dancing absolutely was not hard at all. However because she had to coordinate with other actors in a number that rivaled Broadway musicals, Shu Qi still spent nearly a week in dance rehearsals in order to be perfect.