Parody singer Weird Al Yankovic had cameo appearances in all three of "The Naked Gun" movies, but in this one he was in an 'unrecognizable' role; namely as the thug who holds the Police Squad at gunpoint until Frank opens the door, inadvertently knocking him out.

A few of the jokes featured in the movie (the scene when Frank, after falling through Habsburg's warehouse roof, first looks messy and, after smoothing his hair, is totally clean again; or the roof-top shootery with a goon less than two yards away, and always missing) were featured in the Naked Gun's prequel series, Police Squad. Frank's habit of treating every piece of cloth thrown into his face like a monster clinging on likewise originates from that series.

Apparently, the bomb featured in this movie is the same as the one in 'Goldfinger', with a few alterations.