[[caption-width-right:350:[[NiceJobBreakingItHero Ofelia shouldn't have eaten those grapes...]]]]
* There's a lot of violence, which is made even more disturbing when contrasted with the protagonist being an innocent child caught in many, MANY predicamenys.
* The Pale Man.
** The fact that there were so many shots of the dropped chalk has left more than one person terrified that the Pale Man would use it on his side to make a door into Ophelia's room and [[FridgeHorror come after her while she was sleeping.]]
** [[DoesThisRemindYouOfAnything The pile of shoes.]] That's where the fantastic horror becomes as real as the military violence, because you've seen images like that from the Holocaust.
** Ofelia looks up at the ceiling of the Pale Man's lair, and sees murals of the creature skewering and eating babies. Note, [[NothingIsScarier we never SEE]] the Pale Man eat a child, but this bit is enough to set up what kind of monster we're dealing with.
** The horrific and unneccessary demise of two of Ofelia's three fairy guides.
* The scene of the fascist captain [[spoiler: beating a man to near death with a blunt object while the man's father is forced to watch, leaving him alive long enough to see his father shot down before him, and then finishing him off.]] And it turns out [[spoiler: the father and son actually ''were'' only hunting rabbits]], making their deaths completely unnecessary. Vidal still didn't show ''any'' signs of remorse; instead, he just tells his men to be more thorough in the future ''before coming to bother him''.
* The capture of the stuttering rebel. His fear in that scene is palpable.
* The scene where Ofelia looks at the book in the bathroom and sees nothing but blood spreading over the pages, then (clearly terrified) opens the door into the bedroom to see her mother hemorrhaging. Something about so much blood on white bedsheets, and the way she cries and her 11-year-old daughter is the only one around to get help... It just evokes [[PrimalFear such natural fear]] about [[DeathByChildbirth the potential dangers of pregnancy/childbirth]], especially at home, in a time when medicine wasn't what it is now, and in an environment where the man of the house is perfectly willing to let her die if she gives him a son first... she seems horribly vulnerable in a way that, like the realistically violent scenes, is worse because it can and ''does'' really happen.
* The NotSoDifferent / IronicEcho of the rebels unnecessarily shooting all of Vidal's wounded men after rescuing Mercedes, [[PayEvilUntoEvil just as Vidal had done to their side earlier.]]
* Vidal's [[spoiler: public 'execution' with the bullet beneath the eye]].
* The frog regurgitating its insides to reveal the key.
* Even though he's there to aid Ofelia, the Faun himself is pretty creepy. And that's not counting when he gets ''angry''.