Visual pun: When the film's opening title is displayed, the protagonist is literally under the covers of her bed.
Although the character Durga is Bengali, there are numerous Marathi words used by the her especially in intense scenes. These may be improvisations by Radhika Apte who plays Durga and is Marathi by nativity. This may also refer to her true past rather than the Bengali cover.
'Mrs. Undercover', filmed across various iconic locations in Kolkata, was shot in just 29 days.