Kevin Bacon met several bike messengers himself. Bacon said: "You can make your own schedule, and you can work hard and make more money, or work less and make less money. You're really your own boss. Most messengers are on their way to some place else. Some of them are college kids, and some are actors. Some of them are serious cyclists who want to race and they figure this is the best kind of work they can get because they're constantly training, but others are doing it because it's what they do for a living. Even though the guys may be eclectic, there is a strong sense of commitment". Producer Daniel Melnick said: "The actual bike messengers have one thing in common: problems with authority. They gravitate to this job because they can be their own bosses. No one is dependent on them but themselves". Director Thomas Michael Donnelly said of Bacon's character that Jack Casey "is a survivor on a very basic level. He returns to a more primitive tribal world to regain his spirit. Only then will he be able, if he wants, to return to a more mechanized, intellectual world". All these three key production personnel of Bacon, Melnick, and Donnelly, all had a strong sense of the origin of the film's story and character.
While in San Francisco, the film company was granted permission to shoot on the options floor of the Pacific Stock Exchange, a movie first since the new floor, with the latest state-of-the-art equipment, had opened just two months earlier. The location was used for several scenes in the movie. A limited crew, using hand-held cameras, filmed as market specialists worked in the frenzied atmosphere.The former stock building is now a Equinox fitness center on Pine & Sansome in the financial district of San Francisco.
The film was the first cinema movie that actor Kevin Bacon was seen in after his box-office smash-hit film Footloose (1984) which had been Bacon's breakthrough screen role. Quicksilver (1986), however, was a commercial failure at the global box office, and went straight to home video in several territories.
After two weeks of rehearsal, principal photography began on November 3, 1984, in San Francisco, California, with a good deal of the filming taking place also in Los Angeles. Shooting locations in New York City were integrated, to comprise a non-specific urban setting for the film.
To capture the feel and excitement of the bike riders, and to enhance the visual style of the film, cameras were actually mounted on some of the bicycles. Thomas Michael Donnelly explained: "I tried to put the audience literally on the bike, to have the sensation of what it is to ride like crazy through traffic...you know, the turning, and all the cars whizzing by. There's danger, and yet this great sense of freedom as you zip in and out."