According to director Soi Cheang, Gong Li could work continuously for more than twenty hours when she was "in the zone." Once, she even worked for twenty-six hours and scared the whole crew.
Donnie Yen was offered to reprise the role of the Monkey King. However, due to both schedule conflicts and his views on both the makeup and physical work that had to be done, he declined to return. Aaron Kwok, who previously played by the Bull Demon King in the original film, was selected to take over the role of Sun Wukong/The Monkey King.
Gong Li often gave Shaofeng Feng snacks to eat on the set. In their words, Baigujing was fattening Tang Sanzang up to eat him.
Aaron Kwok had to spend more than six hours to fit in one monkey fur-suit. Because of the extreme inconvenience of going restroom, Kwok basically did not drink nor eat, even if he excessively sweated when shooting fight scenes. Also, to avoid skin allergies from the monkey fur-suit, he had to use compress air to evaporate his sweats while wearing the suit in the midwinter days.
To perfectly capture the behavior of the demoness, Gong Li held her breath as much as possible when playing Baingujing.