While shooting for A Wednesday, debutante director, Neeraj Pandey was looking for a under construction building from where the terrorist in the film played by Naseeruddin Shah, operates from.

Since the film is based in Mumbai, it was crucial to find a building where the sky line of Mumbai is visible and clearly identifiable. The terrace of the building was to be created as Naseer's work desk. Therefore, when Neeraj Pandey found this under construction building he was very excited.

But, when they landed in the building to shoot they realized that since it was under construction building they would have to climb all 25 floors to reach on top as no elevators were installed, so much so even the steps were not concreted.

Now what was looking like a windfall of luck of finding a right place was looking very difficult to execute. The entire cast and crew of the film were having a hard time shooting in the building. It was very difficult for them to carry the huge and bulky equipments like the cameras and lights.

Since the scene was mainly based on Naseeruddin Shah, he was required to do a lot of ups and down but considering his age, Neeraj Pandey had to arrange for a trolley for him, which would have helped him, go up and down whenever required. However, Naseer proved every one wrong by turning down Neeraj's offer. He decided to walk his way up to 25 floors everyday.

Confirms Neeraj Pandey, "Naseer sir always surprises us, when we were thinking that, we should look into his comfort, he surprised us by climbing the stairs everyday".