DJ Waley Badu was shot in Sambhar, within the Indian state of Rajasthan, which is known primarily because of the Sambhar Lake, the largest saline lake in India. The area is beautiful and many films have been focused on Sambhar including Delhi-6 directed by Rakeysh Omprakash Mehra, production designer Samir Chanda, recreated inner lanes of Old Delhi at Sambhar village as it has similar architecture. Later for some scenes, historic Jama Masjid was digitally added to the frame as a backdrop. Rajasthan is known for beautiful moonlit nights and is a place where you can do many outdoor activities such as rock climbing, hang gliding, sand-dune sports, buggy rides, and desert safaris.