With more than 230 animated shots in the film, including a whirring dust storm and some terrifying gauze extensions from a mummy, The Treasure Hunter is loaded with exciting visual effects and impressive live action stunts.

The first scene in the movie was shot in the tourism district of Alxa Teng Ingrida Lake Grassland, inner Mongolia.

A landscape of boundless desert and blue sky, the unique geographical location resulted in tough shooting conditions for the cast and crew (who sometimes fought against the unyielding blows of wind and gravel) but provided an authentic, gritty backdrop to the film.

A custom-built bar built especially for the The Treasure Hunter, the 'Da Mo Hotel' is a wooden, American western style structure with an elaborately furnished interior. In order to facilitate a scene in which troops break into the hotel, the Da Mo's windows and doors were designed to be detachable, thus enabling the effect of a break-in without ruining the existing structure.

In another scene, we see troops besieging the hotel to kill Ciao Fei and his band. For this live action stunt, a smaller hotel was built in the same scale and littered with crossbows on the outside, giving it the appearance of being ripped down by troops in the film.