According to Sony Pictures' production notes, principal photography for Maximum Risk began in France on January 22, 1996 on location in Villefranche-sur-Mer, the town where the story also opens with an action-packed sequence, tracing the final desperate moments in the life of Mikhail Suverov as he is chased to his death.

"The opening sequence of the film involves Mikhail being chased through the streets, into an apartment where there is a fight during which he is thrown over a balcony," explains Picerni. "He falls from the balcony, grabs a delivery cart and chased by Pellman and Loomis in a car through streets that continue to get more and more narrow. Alain breaks free but he can't stop his vehicle before it flies off of the embankment by the port, into an on-coming car, with the impact throwing him into another approaching vehicle where the impact into the windshield finally kills him."

Picerni continues saying, "Remy had a three-wheel vehicle modified to look like a vegetable delivery cart, and also brought in the special ramps and equipment and specialized precision drivers for the chase, jump and crash sequences."

Other challenges in capturing the opening chase included working within the reduced dimensions of the streets of Villefranche-sur-Mer where normal tow-rig camera vehicles could not physically fit. Julienne's modified equipment was the answer, but even with that, a high speed chase down a street that has 60 doorways for the residents apartments required some extraordinary organization and more than a little cooperation and understanding from the locals.

The action continued in Nice when the production took over the Place du Palais square in front of the Palais de Justice for four days, changing the building into the Banque Nationale de Provence for the climactic action sequence of the film, which involved over 200 extras, police and fire vehicles, explosions, fires and gun shots.