All the actors did their own fighting scenes and trained very hard to learn kung fu.
Olivia Cheng worked out extensively to prepare for her physically demanding role as Mei Lin in the series. She even performed her own stunts. According to Olivia, the scene where she fights three soldiers while she was nude took two full days to shoot and she was exhausted by the end of the scene. But it was rewarding as it looked magnificent as no stunt doubles were used.
The TV series was shot in Italy, Kazakhstan and Pinewood Studios in Malaysia.
During his extensive research, show creator John Fusco traveled the Silk Road by horseback and also crossed the Ming Sha Dunes of Western China on camel. In Venice, Italy he sought out and studied the Last Will and Testament of Marco Polo.
Although depicted in higher action and exaggeration, Marco Polo did in fact take many aspects from a Mongol-conquered China. Yet during the Yuan Dynasty (when China was one of the 4 Khanates and was ruled by Kublai, Genghis Khan's grandson) he didn't engage in many of the epic action sequences as seen throughout the show. In fact, Kublai Khan welcomed people like Marco Polo. Merchants and scholars were welcomed and no longer seen as low scum as they previously were seen by Confucian bureaucrats.