That Girl in Yellow Boots | production
Anurag Kashyap asked Koechlin to write the first scene, to get a female perspective on the treatment of white women at Indian government offices as she personally experienced the objectification.
 He also wanted to explore the theme of child abuse; he had previously played the role of child abuser in
The film had difficulty finding funding because it dealt with controversial themes like child abuse and drug addiction and "differed so vastly from his previous work". As Kashyap put it, "I wanted to break the formula that many directors and actors find themselves in." 
The film was shot in just 13 days. It was primarily framed in tight spaces, like apartments, massage parlors, and rickshaws leading to a "claustrophobic sense of unease that permeates the entire film".  Many of the cast members had previously worked together in theatre productions; this familiarity allowed the director to shoot the film in a shorter period of time. He admitted that he never "directed" any of the actors during the filming, "I've never told any actor what to do, only what not to do. You have to trust your actors, and I know mine inside and out."  Director Anurag Kashyap found the entire filming emotionally draining and tough, especially because it was made mostly on borrowed money.