Before he fell ill, Johnny Cash was considered for the role of Frank's father, Henry Black, in the episode "Midnight of the Century". The role eventually went to someone who has had a significant influence on series creator Chris Carter's work - Darren McGavin. In essence, Carl Kolchak is Frank Black's father.
Normally after each ad break, "Millennium" begins with an ominous instrumental note by Mark Snow. For this episode, that is replaced with a refrain by Tchaikovsky that has a bearing on the plot.
One of the Christmas gifts that Roedecker gives Frank is a copy of the horror film Black Christmas (1974). Producers Glen Morgan and James Wong would do a remake of that film in 2006 (Black Christmas (2006)).
This is a Christmas episode. It forms a kind of link with The Curse of Frank Black (1997), a Halloween themed episode.
The original pitch for this episode was along the lines of "A Christmas Carol" with Frank being visited by the ghosts of serial killers past, present and future. The idea was rejected because it was quite similar to The Curse of Frank Black (1997). Showrunner Glen Morgan suggested to the writers Erin Maher and Kay Reindl that they explore what an average day would be like for Frank with no murders or dark visions.