Kanye West originally wanted Hype Williams to direct the video for "Jesus Walks" but changed his mind when he heard that Jay-Z was considering Williams to direct his video for "99 Problems". West has a friendly competition with Jay and didn't want to use the same director. But "99 Problems" ended up being directed by Mark Romanek.

The actors that play the Ku Klux Klan member in "Jesus Walks: Chris Milk Version" and Jesus in "Jesus Walks: Street Version" are actually light-skinned African-Americans.