Like most ZX Spectrum games, Jet Set Willy was stored on a cassette tape. Simply making an audio copy of the cassette allowed people to easily copy Spectrum games. Jet Set Willy was one of the first to come with a form of copy protection: a card with 180 coloured codes on it was bundled with the cassette. Upon loading, one of the codes from the card had to be entered before the game would start. Although the cassette could be duplicated, a copy of the card was also needed and at the time, home colour reproduction was hard to do. Thus copying Jet Set Willy was trickier than most Spectrum games. However, means of circumventing the card were quickly found, and, reflecting the attitude to software piracy at the time, one method was published in a UK computer magazine.

As originally released, the game could not be completed due to several bugs. Although actually four completely unrelated issues, they became known collectively as "The Attic Bug". After the player entered the room The Attic, various rooms would undergo corruption on all subsequent game plays, including all monsters disappearing from The Chapel, and other screens triggering instant death. This was caused by an error in the path of an arrow in The Attic, resulting in the sprite traveling past the end of the Spectrum's video memory and overwriting crucial game data instead. This bears similarities to a buffer overflow, and as such is an early example of such an error and the problems that error can cause.