Anita Ekberg was originally to star, but backed out at the last minute when her contract was bought up by Batjac Productions (John Wayne's production company). Debra Paget also tested for the role.
Sheena ran primarily in Jumbo Comics, a publication of Fiction House comics. The reason for the unusual name was that originally the large size plates from the British magazine "All Top" were used for the first five issues, and by the time the TV show came on the air, the run of Jumbo Comics had ended. Sheena appeared in all 153 issues of Jumbo Comics