Director Russ Emanuel put various references from his previous film "Girl With Gun" (2006 short) into "P.J." including: the mention of Nightingale (a horse mentioned by the Burt character in "P.J.", the main character's name in "Girl With Gun"), the actress Tracy O'Connor (playing the Nurse on Intercom in "P.J.", who was the Nightingale in "Girl With Gun"), and the mention of a Dr. Peterson in "P.J." (also a name mentioned in "Girl With Gun"). Furthermore, Emanuel cast Dina Kriger to play the role of Claire in "P.J." (she was also Lucy in "Girl With Gun").
Sage Adorno plays Shelly's (Patricia Rae) friend in the café scene, sitting right next to her - she is in reality Patrica Rae's daughter.