Filming started on Saturday, June 2 at Kamalistan Studios, Mumbai, with a part of it taking place at Madh Islands.
During one of the stunt sequences at Madh Island, Akshay, 44, jumped from a 45 feet high building without any safety equipment.
A source from the production unit told Mid-Day that the shot was filmed on Tuesday evening at Madh Island.
"The production unit and stunt director Jai Singh insisted that Akshay use a cable wire but he refused. The entire unit got together to watch Akshay's stunt scene and were amazed at his decision to do it without any duplicate or safety measures."
Asin was totally taken aback with the dare devil stunt.
"The scene had Akshay jump from the balcony of a bungalow to come face-to-face with co-star Asin. While the entire unit clapped on the one-take shot, the actress was stunned by the Khiladi's act and could not stop complimenting Akshay on the shot."
Akshay returns to Khiladi series after 12 years when he last worked in Khiladi 420 (Year 2000). He says Khiladi 786 is one of the important assignments of his life.
The film that additionally features Himesh Reshammiya, Paresh Rawal and Mithun Chakraborty is a joint production of Akshay and Himesh.
It will bow in theaters on December 7. Asin On d sets of Ashish Mohan's Khiladi786 (Celebrating Mithun Chakraborty Birthday )