The title of this episode is "Mad Grey Dawn," which is also the name of the painting that the Riddler steals from the Gotham Art Museum. "Mad Grey Dawn is an anagram for Edward Nygma, the Riddler's real name in both the show and the comics.
Morena Baccarin (Leslie Thompkins) was pregnant with daughter Frances Laiz Setta Schenkkan (b. March 2, 2016), whose father is her husband and co star, Ben McKenzie (Jim Gordon) during the filming of this episode. "Setta" and "Schenkkan" come from Baccarin and McKenzie's original surnames, respectively.
Paul Rubens plays Penguin's father Elijah Van Dahl, in this series and in the film Batman Returns (1992). He is the only actor to play the same character in both this series and in a Batman film.
The bomb art used in the opening heist scene bears a sign stating the artist is Lauren Rockman. She was a member of the art department for this series and later for the Joker (2019) movie.