The horseback chase was a spur-of-the-moment idea. Originally the plan was to have McCloud "borrow" a mounted officer's horse at a drugstore and then cut to Central Park for the end of the chase. Instead, the director and a camera car followed Dennis Weaver through the streets of Manhattan without a permit. Due to a rain the previous day, the horse slipped at least once in street grease.
McCloud riding the police horse was used in the closing credits of many of the latter seasons.
The moment that McCloud is shot on the rooftop was used in the opening credit sequences of some early season episodes.