The failure of "Bombay Velvet", Anurag Kashyap's most ambitious project starring Ranbir Kapoor and Anushka Sharma, still gives him nightmares. Weighed down by the financial burden post the film, he says he has learnt his lesson about making films in a controlled budget.

"Money is the biggest nightmare. The more you minimize the cost of the film, it works. I just made an expensive film which is probably the biggest loss-making film in the history of cinema. You cannot understand the nightmare I go through every day knowing about all the money lost," Kashyap said when asked about "Bombay Velvet", on the sidelines of Film Bazaar here.

"I will never do that again but it teaches you a lesson and weighs down on you," he added.

"Bombay Velvet" was undoubtedly his biggest budget film.

The movie is set in the 1960s and is a large screen adaptation of Gyan Prakash's "Mumbai Fables". The story is about a man with big dreams and the extent he is willing to go to be successful. It marked Karan Johar's big acting debut with a villainous role.

Kashyap, know for films like "Gangs of Wasseypur" and "Ugly", said that the pressure increases when others express belief in one's dream project.

"You take pressure on yourself. It's not that someone comes and puts pressure on you. When people are funding my dream, which is unreasonable to begin with, and just because I have dreamt something to do in ten years, then it is not like others are obliged to do it.

"When they buy into your idea and buy into your dream and you go out there, you take on pressure. It is a responsibility and it weighs down heavily on you. The burden of the money lost is going to be there for the longest time," he said.