When fighting the final boss Spoiler:Sigma, the music that plays in the fight, Spoiler:"Sigma 1st" (where the cloaked and uncloaked form fight occurs) & Spoiler:"Sigma 2nd" (where the final form fight occurs) is oddly swapped in the PC version of the game. This is due to mislabelled filenames, and can be easily fixed by manually swapping the filenames within the data for the PC version.

In an Sega Saturn Magazine interview, the game's planner Koji Okohara stated that looking back at Mega Man X3, they felt there wasn't a big enough difference between how Zero and X controlled, so they tried to distinguish both of them further in the sequel. In X4, Zero only got a sword without any "charge" ability for his weapon.

The game's producer Yoshinori Takenaka stated that many developers were against that decision. Koji Okohara also stated "His sword doesn’t have any reach, and they thought it would make the game too difficult. To address that, we raised his attack power and added Street Fighter-style moves, so he feels completely different from X."

Several of Magma Dragoon's attacks mirror that of various characters from the Street Fighter series, including the well known "hadouken".

Originally, Zero was going to have an ultimate armour similar to X's armour, but due to various circumstances it was dropped. Little is know about the armour, except that it was meant to connect him back to Spoiler:Dr. Wily.

At the beginning of Frost Walrus's stage, you can see Blizzard Buffalo (Mega Man X3) frozen in the background. In the Mini-boss room, you can also see Chill Penguin (Mega Man X) frozen.

If you look at the symbols on the bosses health bars, three of them have the normal Sigma symbol (Magma Dragoon, Cyber Peacock, and Split Mushroom), while the other five have the symbol of the Repliforce (Web Spider, Storm Owl, Frost Walrus, Jet Stingray, and Slash Beast). This means that most of the bosses you fight have not turned Maverick like the other games.