There's a video game the protagonist receives called "Innocent Sin Online", a fictional MMORPG. Playing it will merit you the S. Link of the Hermit with a character who's screen name is "Maya". The name Maya is the name of one of the main characters in "Persona 2: Innocent Sin", as well as the protagonist in the follow up game "Persona 2: Eternal Punishment". The protagonist also has the screen name of "Tatsuya", referencing the protagonist of "Innocent Sin".

Shinjiro Aragaki's persona, Castor, and Akihiko Sanada's persona, Polydeuces, are twins. Spoiler:This foreshadows how they are connected and also which of the two would die during the game. The orginal Greek myth that serves as the origin of their names depicts Castor dying and Polydeuces living on.

The persona Alice, a reference to Lewis Carroll's "Alice in Wonderland", has a signature move called "Die For Me!" in the North America release. This was changed from the Japanese version's name of "Could you die for me?".

Trish, the Fairy from previous Persona games, makes a cameo appearance in Persona 3 as the host of a TV show called "Who's' Who" in which she interviews characters from past games.

The final boss, Spoiler:Nyx, is female. Nyx's avatar, Ryoji Mochizuki, is male, however when scanned by Fuuka, she will scan and talk with female pronouns.