Art Bell, host of the real life paranormal-themed radio program "Coast to Coast AM", lent his voice to the game by recording roughly 15 minutes of fictional broadcasts of his program that are interspersed in various places throughout the game. These broadcasts reveal key background information about events taking place in The Sphere.

The first two callers in the broadcasts (George from Garland, and Scott from Texas) are references to Prey's co-producer George Broussard and 3D Realms founder Scott Miller. Garland, Texas was also where 3D Realms was founded.