- She was set to play the rebel leader Nia in House of Flying Daggers (2004) at the time of her death. Out of respect, the role was not recast and the character only appeared in one scene, played by an actress with a similar body type to Anita's, whose face was covered. The film was also dedicated to her.
- In 2003, she announced that she had cancer of the cervix and was determined to fight this but sadly only survived until the end of the year.
- Spoke Cantonese, Mandarin, Japanese, and some English.
- She was close friends with actress Michelle Yeoh, who also hosted the 2007 Anita Mui Memorial.
- Had done her own dubbing for the Mandarin version of her movies earlier in her career.
- At one time was called "The Ugly Queen of Pop".
- Sang the Mandarin version of her songs for the Mandarin version of her movies. Usually, most of the songs in the Mandarin version of Hong Kong movies were the original Cantonese ones.
- Sister of Ann Mui.
- Was a donor to operation yellowbird, setup to help get protesters from the tiananmen square massacre out of the mainland.
- She was posthumously awarded a star on the Hong Kong Avenue of Stars in Tsin Sha Tsui, Hong Kong. The bronze statue of the singer-actress was unveiled on the Avenue of Stars on July 18, 2014.
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