The main bosses of the game, the Einherjar Eight Warriors, are all based on mythological creatures. These include a fairy, a Mandragora, a Minotaur, a cockatrice, a Pegasus, a Kraken, the Norse Fenrir and the Black Tortise Genbu.

Another mythological connection is that Einherjar in Norse myth are warriors brought to Valhalla to await Ragnarok, when they would join in an immense battle. In Mega Man Zero 4, the Einherjar are engaging in an operation called Ragnarok to eliminate the human settlement Zero aims to protect.