Starring Wang Hongwei in the title role along with Hao Hongjian and Zuo Baitao, it was filmed in Fenyang, Jia's hometown, in 16 mm.

While a student in the mid-1990s, Jia Zhangke remained a relative unknown at China's prestigious Beijing Film Academy.

While still in school, Jia directed the short film Xiao Shan Going Home, which he was eventually able to screen abroad, winning the top prize at the 1997 Hong Kong Independent Short Film & Video Awards[1] This success brought Jia into contact with cinematographer Yu Lik-wai and producer Li Kit Ming.

[1] In a retrospective review for The New York Times, J. Hoberman notes that "Observational, mainly in medium shot and almost plotless, Xiao Wu has a documentary quality.

"[2] Xiao Wu was praised by the American filmmaker Martin Scorsese, a noted fan of Jia's works.