Chili Flag is the best of three winners from the first six foals of the unraced Flag Day (Pivotal), whose produce also includes Flers (Dream Ahead), stakes-placed in France.

Second dam Blue Duster (Danzig) was a champion two-year-old filly in Europe. At two she took the Gr.1 Cheveley Park Stakes plus two more Group races, and at three she was second in the Gr.1 Sprint Cup. She had only three winners from 13 foals, but she is the second dam of the Group 3 winners Fantasia and Pink Symphony and the third dam of Highland Chief, a Grade 1 winner in the US, Western Hymn, a Group 2 winner in France, and Berlin Tango, a Group 3 winner at Kempton.

Third dam Blue Note (Habitat), a champion three-year-old filly in Europe and a dual Group winner over sprint distances in France, bred 11 other winners. They include the Group 1 winner Zieten (Danzig), a full brother to Blue Duster who won at the top level at two and became a sire, and the Listed winner Slow Jazz (Chief's Crown), grandam of the Group winners Miss O Connor, Bounce The Blues and Jazz Princess.

Another descendant of Blue Note is Mer De Glace, a Group 1 winner in Japan later a stallion in Turkey.

Flag Day has a filly by Olympic Glory, born in 2022, and a yearling colt by Hello Youmzain.