Afghanistan president provided the whole production unit air force security. The film turned out to be the most watched Hindi film in the History of Afghanistan.
Jackie Shroff, Chunky Pandey and Ajay Devgan were all approached for Nagarjuna's role. This was after Sanjay Dutt walked out. Sridevi refused Ajay Devgan due to him being a new comer.Jackie Shroff did not have the required dates. It was Sridevi who was instrumental in getting Nagarjuna in the film.
Sanjay Dutt was signed to play the role of Inspector Raja Mirza, but he dropped out of the project after shooting some of his scenes. Sanjay Dutt alleged he had given 70 days to Mukul Anand to shoot the film. But Mukul Anand wasted those dates only shooting on Amitabh. Sanjay then went on to say after Hum, he felt insecure working with Mukul Anand and Amitabh. Sanjay mentioned that Rajnikanth and Govinda were sidelined in the film. But Mukul Anand had another story to tell. Mukul said there was a small delay due to not getting permission to shoot in Afghanistan. But that should have not mattered as Sanjay's role started in the second half of the film. Mukul said that Sanjay Dutt felt guilty about joining Bappi Lahiri and Saroj Khan for Tamma Tamma Loge, which was copied from Jhooma Chumma De De (From Mukul's film Hum). Mukul said he never told Sanjay not to do the film, but thought it was unethical of him to agree to work with Saroj Khan. Saroj Khan was amongst the first to see the rushes of Jhooma Chumma De De and tried to steal the match over Mukul Anand's film. Saroj went and told Bappi Lahiri and Raj Sippy about the song Bappi then saw the original by Mory Kante and made Tamma Tamma. When Mukul Anand found out what Saroj Khan did, he asked her to leave Khuda Gawah .Sanjay Dutt must have felt uneasy a out the whole situation and began avoiding the team of Khuda Gawah. That is when he decided to opt out of the film.
Amitabh Bachchans role was initially a 6 day guest appearance. But the producer Manoj Desai insisted to Amitabh that his role increase to a full fledged role.
Amitabh Bachchan and Mukul Anand had made 3 films toghether in a row Agneepath, Hum & Khuda Gawah, and all the three films had music composed by the legendary music director Laxmikant-Pyarelal.