It was decided, early in production, to shoot the film in an actual palace for authenticity. Scouts were sent and went all over the state of Rajasthan with a tooth-comb to find the perfect location, but finally Vidhu Vinod Chopra, while skimming through a travel magazine, discovered a small picture of a fort in the hills of Devigarh. The fort, now a popular Heritage hotel, was perfect for exterior shots, but was obviously unsuitable for interior shots (as well as the obvious problems of guests, the interiors were modern-looking). So, scouting was undertaken again, but this time over the city of Jaipur. They were finally allowed to shoot interior scenes within the living quarters of the Jaipur Royal Family, thanks to costume designer Prince Raghavendra Rathore. Eklavya's cottage was the only set constructed from scratch. It was so well created that the hotel's guests and visitors assumed it to be a part of the hotel.
The trivia item below may give away important plot points.
The assassination attempt sequence produced grave dangers for the cast during shooting. While running amidst a herd of 400 camels, Amitabh Bachchan got kicked in the head by an especially furious camel. It was only due to the heavy turban he was wearing that Bachchan was able to survive with nothing more than a little dizziness in his head. Jackie Shroff was standing only a few inches away from the rails when the train passed by him. For the attempt on the King, the action director, Tinnu Verma, decided to use a real bullet for authenticity, despite Boman Irani's misgivings about it. The bullet was off target and missed Boman's ear by a whisker.