Director Vishal Bhardwaj brought Norway-based choreographer Sudesh Adhana to train actress Kangana Ranaut for the song.
The actress, who plays a huge film star from the forties, rehearsed for the song in November and shot for it in December.
Sunidhi will be seen singing in the song as it showcases a film within the actual film. The song features Kangana lip syncing, a media release said.
Lyricist Gulzar came up with seven to eight options till they finally decided on "Bloody Hell", a track which would also feature Kangana riding a horse.
The movie is scheduled to release on February 24.
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