There are brief cameos at the start of the film by Peter Jackson as Bad Santa, who stabs Nicholas, and Garth Jennings as the Crackhead who holds hostages. Later, Cate Blanchett appears as Janine, who is hidden behind a surgical mask, and from whom Nicholas is estranged. And the film's director, Edgar Wright, is seen as the store employee pushing the cart when Nicholas walks towards the manager's office.

Simon Pegg is a huge fan of The Simpsons, featuring them on posters in his series 'Spaced'. He pays tribute to them in Hot Fuzz by using the name Aaron A Aaronson. Aaron A Aaronson was listed as the first Springfieldarian to vote for Sideshow Bob in 'Sideshow Bob Roberts' and was credited as one of the two biggest gossips in Springfield in 'And Maggie Makes Three'.

In the scene at the supermarket, Danny is looking at a selection of DVDs, but when he puts it down to chase the thief, in the bin you can see the DVD named "Zombies Party" which is the Spanish version of Shaun of the Dead.

Hot Fuzz is set in the town of Sandford, which is an in joke reference to the real Police who use the same town name, although fictionally, during probationary Police training for Police officers. Sandford does exist, but its not just one place, there are many towns and villages across Britain sharing the name.

Kevin and Nicholas Wilson, who play the Butcher Brothers, also appear in Shaun of the Dead as the Zombie Twins.

Nick Frost when filming scenes with the shotguns would call his gun "Emma." Confirmed by Simon Pegg on BBC Top Gear.