Apparently, this movie is one of writer Terry Pratchett's favorite movies. Pratchett has said: "May I also add that the film 'The Return of Captain Invincible', which is a series of bad moments pasted together with great songs and a budget of fourpence, is also a regularly-viewed video in the Pratchett household."
Three of the ten songs featured in this movie were from Richard O'Brien and Richard Hartley, the team behind the The Rocky Horror Picture Show (1975) and Shock Treatment (1981).
Sir Christopher Lee singing in this movie was out of the ordinary at the time, but 13 years later, Lee recorded his first album, "Sings Devils, Rogues & Other Villains (From Broadway To Bayreuth And Beyond)", containing a mixture of classical, opera and modern music, followed by the 2006 standards album "Revelation" (including Paul Anka's "My Way"), and the heavy metal concept albums "Charlemagne: By the Sword and the Cross" (2010) and "Charlemagne: The Omens of Death" (2013). Lee also sang in the film The Wicker Man (1973).
Publicity for this movie maintained that its special effects were "better than those in Superman (1978)".
James Coburn was originally interested to play the part of Captain Invincible. Coburn was good friends with director Philippe Mora and always wanted to work with Mora on a project. Coburn was all set to play the part, but had to drop out over a disagreement with a certain scene, despite Mora explaining the reason for the scene being in the movie, Coburn just could not understand the point of the scene involving the vacuum cleaners. He said to Mora that they should work on another project some other time, and so they did, on Death of a Soldier (1986).