Guillermo del Toro is famous for compiling books full of notes and drawings about his ideas before turning them into films, something he regards as essential to the process. He left years worth of notes for this film in the back of a cab, and when he discovered them missing, he thought it was the end of the project. However, the cab driver found them and, realizing their importance, tracked him down and returned them at great personal difficulty and expense. Del Toro was convinced that this was a blessing and it made him ever more determined to complete the film.
Guillermo del Toro wrote the English subtitles himself. He no longer trusts translators after problems with previous subtitled movies.
Guillermo del Toro gave up his entire salary, including back-end points, to see this film become realized. To this day, he believes it was worth it.
Guillermo del Toro repeatedly refused offers from Hollywood producers, in spite of being offered double the budget provided the film was made in English. He didn't want any compromise in the storyline to suit the "market needs".
Stephen King attended a screening of the film and sat next to Guillermo del Toro. According to Del Toro, King squirmed when the Pale Man chased Ofelia. Del Toro compared the experience of seeing King's reaction to winning an Oscar, which he eventually did with The Shape of Water.