For the shot where Julie scrapes her hand along a stone wall, Juliette Binoche was originally supposed to wear a prosthetic to protect her hand, but it looked too obvious on camera. Binoche felt the scene was important enough that she actually dragged her unprotected hand along the wall, drawing real blood.
At one point, we see Julie carrying a box which, as a close-up shows, has prominently written across it the word "blanco", Spanish for white; in the next shot we are looking at her from behind, and she pauses in the street as a man in blue passes her on her left and a woman in red passes her on her right. This is a subtle reference to the structure of the Three Colours trilogy - blue, white, red, in that order, mirroring the French flag. In another scene, children in red and white bathing suits run out and jump in the blue swimming pool.
When Olivier has tracked down Julie but is then ignored by her, there is a close-up of Julie allowing a sugar cube to soak up her coffee. Deeming that the sugar cube had to soak up the coffee in precisely 5 seconds, Krzysztof Kieslowski had his assistant director test multiple brands (which soaked with coffee anywhere from 3 to 11 seconds) to find one that took just the correct time.