For some reason, the word 'Sigma' is censored if you enter it at the player naming screen.
According to Capcom, there is a secret that no one has found in Mega Man 9. To this day, no one has any idea what the secret is, or if Capcom is telling the truth about it.

Bass, Mega Man's rival from "Mega Man & Bass", makes a cameo appearance on Dr. Wily's monitor in the ending cutscene.
According to the booklet of the Rockman 9 Arrange Album, Bass, known as Forte in Japan, was absent from the game because he was undergoing "adjustments" during the events of Mega Man 9.

Both Splash woman and Hornet man had their genders swapped. Splash woman was named Ocean Man and Hornet man was named Honey Woman. The reason they were changed was because Inafune wanted the female robot master to be represented by a mermaid.