The bridge shown about the 5 minutes mark, before the deputy helps the man stuck in the mud, is the same bridge they used for the finale of Supernatural (2005).
Brooke Smith previously portrayed Katherine Martin in The Silence of the Lambs (1991), the storyline also about abductions.
Casting Jesse James Keitel in the role of Jerrie made Big Sky (2020) one of the first series to feature a non-binary actor playing a non-binary character.
The series was originally meant to be shot in New Mexico and Nevada but the prevalence of the Covid-19 pandemic in the USA meant it was shifted to Canada instead.
Dedee Pfeiffer, who plays Denise, assistant to the investigators, is show creator David E. Kelley's sister-in-law. Kelley is married to Michelle Pfeiffer.