A French chef (Johnny Hallyday) comes to Hong Kong to avenge his daughter, whose family was murdered. He enrolled local killers to exert his vengeance.
Costello was primarly a role for France biggest star Alain Delon. Upon meeting Johnnie To and reading a 40-page treatment, while he wanted a full written script, Delon declined the offer. ARP producers later proposed France singer Johnny Hallyday for the role.
This film is a coproduction between France and Hong Kong with ARP (Michele Pétin, Laurent Pétin), Milkyway Image (Johnnie To, Wai Ka Fai) and Media Asia (Peter Lam, John Chong).
The Mission, Exiled and Vengeance are three films that are connected. Anthony Wong states in an interview for the Vengeance press kit that his character of a killer for hire is the same as in The Mission and Exiled, only more mature. In Vengeance, there is also a direct reference to a sub plot from The Mission, when a triad boss, played by Simon Yam, asks him to kill someone. The circumstances and reasons are the same as in The Mission and it is a direct reference to Johnnie To’s masterpiece.