In a November 2020 Medium article, Maddy Thorson, who served as the game's writer and director, confirmed longstanding rumors that Madeline, the protagonist of Celeste, is a transgender woman. Thorson described the game's story as allegorical for her own process of coming to terms with her gender identity, and stated that while the idea didn't initially come to her during development, she "began to form a hunch" while working on the DLC chapter "Farewell", becoming certain of Madeline's transgender status after the chapter's release. Thorson came out as transgender herself in the same article.

Thorson additionally stated that although the possibility of Madeline being trans was discussed with the rest of the development team when making "Farewell", they ultimately decided not to include any overt statements past visual allusions in the chapter's ending, stating that it would be more in-character for Madeline to keep such information private. At the same time, however, Thorson stated that had she started development of Celeste already knowing that she was trans, she would've depicted Madeline differently.

Throughout the game, Theo frequently takes pictures of his trek for his "Instapix" (in-game replacement for Instagram) account called "TheoUnderStars". Ten months prior to the game's release, an actual Instagram account under this handle was created that posted pictures between April 4, 2017, and September 9, 2019, the release date of the Farewell DLC chapter. The account features artwork by concept artist Amora Bettany that took place before, during, and after the events of the game.