The 36-year-old actor has played every character with ease, be it a thief in "Oye Lucky Lucky Oye" or the hopeless romantic in "Socha Na Tha", but Abhay says the role of a Tamilian in "Shanghai" scared him.
"My character is something which I was really scared of doing. When Dibakar approached me with this I tried to convince him to make my character a Punjabi Arya Samaji. But he didn't listen to me.
"Then it became a challenge for me. The sad thing was that we had to look for someone to teach me the accent. A writer called Madi taught me the accent.
"But I didn't want my character to be stereotypical. There were loads of obstacles but it was more interesting to play someone who is not known to you," Abhay said.
Abhay says his character has got various layers in the film, which will make audience guessing whether he is playing a negative or a white character.
"My character has got various layers. After watching the film, people may have different opinion about my character. Some may feel that I am more towards the positive side and others may feel the opposite. My character is very tricky."
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Abhay is sharing screen space with Emraan Hashmi and says he has become a fan of his co-star after working with him.
"I have watched couple of his films earlier and I have always felt he is one of the most underrated actors of the industry, like me. We both haven't received that success in the industry which we deserve. He has acted brilliantly in the film and if somebody says he has surpassed me in the film, I will not feel bad or jealous," he said.
"Shanghai", also starring Kalki Koechlin, will hit the theaters on June 8.