Finding Fortune was shot primarily in the region of mid Argyll. Initially centred around Loch Fyne, scenes were shot in Glen Fyne, Strachur, Otter Ferry, Lochgoilhead. The shoot then moved on to Loch Awe and Ardbrecknish Point on the south shore became the main location area. Ben Cruachan (left) appears in scenes through out the movie, much of the time with snow on its slopes. Some of previous production Winter Warrior was shot in the same locale and the silhouette scene below in which Helen wants to get rid of Davie was shot on the hill that over looks Ardbrechnish and eastern Loch Awe.
Seil Island, Oban, Ballachulish Bridge, Glencoe, Rannoch Moor and the Black Mount provided the scenery for some of the travel shots. Balquidder, Lochearnhead, Killin, and the slopes of Ben Lawers on Loch Tayside, Glen Lyon, Tummel Bridge, Kinlochrannoch, and Loch Rannoch the backdrop for much of the rest. The bank interiors were shot in Pitlochy, Dunkeld, the Royal Bank headquarters Edinburgh: the hotel and pub interiors at Ardbrechnish House. Other locations included Glencoe Ski Lift, South Queensferry (Forth Bridges), Stirling, and in and around Dalmally on the A82 west of Crainlarach.

Being a road movie, the crew were always near a highway and only once had to lug any gear up a hill. This was in sharp contrast to Winter Warrior which was a hard winter shoot that required no roads, houses, walls, fences, pylons, telephone poles, windmills, sheep or cattle in shot. In all the shoot went to five weeks including pickups and second unit filming. It was a tight schedule as there were 149 scenes. The script timing was off as it was difficult to gauge on the page the length of the travel shot sequences. As a result the shooting day was slightly longer than expected. However this proved to be a bonus in editing and the editor Richard sustained a cut of 105 minutes without exhausting the material.