During the shooting, the crew (and specifically Álex de la Iglesia) received various death threats from so-called satanist groups.
Most rituals showed in the films are real satanist rituals and weren't altered at all.
Early in the film the priest hands a piece of paper to José María reading "-Napalm Dez -Iron Maiden -Hace de Cé". This is his way of pronouncing metal bands Napalm Death and AC/DC.
There was a claim that the story plagiarised the unpublished novel "La luz (The light)", written by Tomás Cuevas, sent to (and sent back 2 years later) the company in which Álex de la Iglesia worked at the time. This claim has been defended by a 20 minute amateur documentary called "El lado oscuro del clan Almodóvar (The dark side of Almodóvar's clan)", in which a distorted voice lists proofs and coincidences movie-novel to defend the accusation of plagiarism. Said claim was rejected in court and up to this date there is no conclusive evidence of it.
Santiago Segura, who plays hardcore metalhead "José María" claims not to be interested at all in Heavy Metal. Instead, he prefers Frank Sinatra.
After the movie's moderate success in the US, Álex de la Iglesia sold the rights to an American remake (which would be directed by de la Iglesia himself) and was offered the director's chair in 'Alien: Resurrection' (1997). Though neither project came to fruition, de la Iglesia still directed his next movie in the US, 'Perdita Durango' (1997).
Álex de la Iglesia said that the story's origin was an image of an apparently harmless man doing horrible things.
The neon "Schweppes" sign on which the protagonists are hung from is at number 41 of the Gran Vía (Capitol building, formerly known as Carrión building) in the heart of Madrid, Spain.
The disc that José María put in the CD shop is 'Live Death', a record of a live performance of the groups Suffocation, Malevolent Creation, Exhorder and Cancer. The song which sounds in the scene is not one of that CD, but of the Spanish group Ktulu, whose CDs are also in the shop.
After Javier Bardem and Gabino Diego turned down the role of José María, producer Andrés Vicente Gómez suggested that Álex de la Iglesia's friend Santiago Segura (then an unknown actor) could play well the role. De la Iglesia originally rejected the idea.
Álex de la Iglesia asked Pedro Almodóvar, who produced his previous and first film, for produce the movie. Almodóvar denied to do it because by superstition didn't want to be involved in a movie related with the Devil. Although, a few years later, Almodóvar produced The Devil's Backbone (2001).
The role of Cavan was going to be played by José Sancho, but after entering the Italian co-production, they demanded an Italian actor for the role.