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Near the end, when the captain is walking out of the labyrinth holding the baby, you can tell it's a dummy. The baby does not move in the slightest, you can't even see it breathe. See more...

Director Guillermo del Toro originally had the fairies from this film designed for a short sequence in his film Hellboy. Modified versions of the fairies are still visible in the Director's Cut DVD, where they can be seen pickled in a jar, though they appear somewhat different. Del Toro later used the exact same fairies from Pan's Labyrinth in Hellboy II: The Golden Army, during the Troll Market scene.