Trivia relating to Penelope.
- Despite being a mouse, Penelope lacks a tail in Sly 3: Honor Among Thieves. Her design gains a tail in Sly Cooper: Thieves in Time.
- In Thieves in Time, during animated cutscenes her hair appears as a light-orange color. It is still full-blond during gameplay, however. She also has glasses in gameplay and a safety goggles in animated cutscenes.
- She is the only member of the Cooper Gang to later betray it.
- She is one of two characters positively known to have escaped from prison (along with Dimitri Lousteau).[note 1]
- According to some concept art for Thieves in Time, Penelope was supposed to remain a protagonist at one point in development, as confirmed by the scrapped mole character and Penelope's revamped original design.
- In that same piece of concept art, there is a crazier version of the evil Penelope alongside her current design.
- Penelope's Thieves in Time outfit bears a striking resemblance to the famous Kill Bill catsuit. All of the members of Le Paradox's gang, except for Toothpick and Miss Decibel (whose designs were changed sometime during development), wear similarly designed clothes.
- In the Japanese version of Sly 3, Penelope is voiced by Ryouko Shiraishi.
- In the Finnish dub of Sly Cooper series, Penelope and Carmelita Fox have the same voice-actor, Elise Langenoja.
- Inside Le Paradox's blimp, to the right of Le Paradox, Penelope's emblem is on one of the pieces of the time machine. If players can catch a glimpse of this emblem in Go West Young Raccoon, it would potentially act as a spoiler for her role in Of Mice and Mechs.
- Penelope is the only other female character besides Carmelita to appear in more than one main game.
- Much like how the Panda King and Dimitri turned from evil to good, Penelope is the only character to turn from good to evil (however her personalities suggest her to be more in line of an anti-hero since she was just using Le Paradox).
- She was the only playable character in the series to only be controlled once.
- Penelope seems to like the color and/or word "black" for her disguises, i.e., Black Baron and Black Knight.