The Nice Capades are a reference to the "Ice Capades" traveling entertainment show featuring theatrical performances involving ice skating. The hyphen in the official title makes it a reference to the 1941 movie.Ice-Capades which showcased the aforementioned traveling show. The title seen on script cover for this episode lacks the hyphen between the two words making it reference the show rather than the movie.
This is the first Christmas special episode of the show to air in November and the last episode of 2015. No more episodes premiered in 2015 due to the show's timeslot often being taken over for NFL games.
When Louise notices Mall Santa is gone she says "Oh, no, no, no, no, no" in the same way she did in "The Belchies" when the demolition of the factory started. It is most likely that the audio is a sample from said episode rather than a new recording from the recording session for this episode.
A total of 2.27 million households watched this episode.
Gene's "Taco Tuesday" song contains a musical quotation from Modest Mussorgsky's Night on Bald Mountain which was previously used in "Easy Com-mercial, Easy Go-mercial" during the Belchers' family commercial.
When Teddy is at the mall, he is wearing the same clothes he wore for the Turkey Trot in "Dawn of the Peck", apart from the compression hose.
The goldfish "Mall Santa" gifts to Louise hasn't appeared in any other episodes since this one.
Gene, Tina and Louise receiving coal on Christmas, which turns out to be a dream bears similarities to Angelica Pickles getting coal on Christmas, which turns out to be a dream from the Rugrats Christmas Special, "The Santa Experience."
Gene's hooded jacket is colored dark blue in this episode, it's usually red.