Let $G$ be a reductive connected linear algebraic group over an algebraically closed field of positive characteristic and let $\g$ be its Lie algebra. First we extend a well-known result about the Picard group of a semi-simple group to reductive groups. Then we prove that if the derived group is simply connected and $\g$ satisfies a mild condition, the algebra $K[G]^\g$ of regular functions on $G$ that are invariant under the action of $\g$ derived from the conjugation action is a unique factorisation domain.