After the enormous success of 'Joint Security Area', Park Chan Wook was given "carte blanche" to make whatever film he wanted in Korea. After searching for another "vengence-minded" script with no success, he finished the script he was working on before making 'Joint Security Area'.
The delivery guy killed at Yeong-mi's house is played by Seung-wan Ryoo, a Korean director. He is the brother of actor Seung-beom Ryu whose role in this move is a retarded boy at the river.
The script was finished in 20 hours of non-stop work.
Originally director Chan-wook Park wanted the colors to fade to black and white as the film progressed. Budget constraints prevented the color desaturation of 'Sympathy for Mr. Vengeance' but Park would revisit the idea of color desaturation with the Region 3 Special Edition release of 'Sympathy for Lady Vengeance', which included a director's cut where the colors fade to black and white during the film's progression.