Voice acting for the show was usually done per episode on a Sunday morning, but this particular morning the voice actor for Lady Royston (the Duchess) apparently didn't show. Ray Barrett (John Tracy) came to the 'rescue' to save time by hastily ad-libbing an old woman's voice, which convinced production staff to proceed and thereby allowing the actors to go to the pub in good time after their session.
Lil (Lady Penelope's chef, originally seen in the Thunderbirds episode "Vault of Death") makes a cameo appearance in the gallery scene.
Virgil's painting of Alan (after Dali) in tag scene of the previous episode Move And You're Dead appears in the gallery scene.
In "The Duchess Assignment", the Duchess of Royston was based on the distinguished British stage actress 'Dame Edith Evans (I)', best known for her role as Lady Bracknell in the film version of Oscar Wilde's novel, The Importance of Being Earnest (1952). This is reinforced by Ray Barrett's marvelous voice for the character, which understandably had the rest of the cast in stitches at the recording session.
The plot elements, of jet set clientele, Riviera resorts and posh casinos, was part of the swinging sixties and the popular theme of espionage intrigue that influenced entertainment at the time.