When the monkeys are dressed up, they go by the name 'King of Versailles'; the actual Kings of France who lived in Versailles palace were Louises XIV, XV, and XVI, the last being infamously married to Marie Antoinette. The license plate of the penguins' car reads EAT CAKE, a quote often attributed to Antoinette.
Captain Chantel DuBois sings approximately 1 minute of "Non, je ne regrette rien" to her henchmen. This is a French song best known through its 1960 recording by Édith Piaf. Piaf dedicated her recording of the song to the French Foreign Legion (FFL), which has now become part of the FFL heritage and is sung when they are on parade. Due to the men's reaction, it is assumed that all of them serve or served in the FFL. It could also be a nod to "Inception"; it's the music trigger to come back to reality.
As of 2019, this is the only finale of a film franchise from DreamWorks Animation not to use a montage of clips from the previous installments play through the end credits.
The only film in the trilogy in which Nana (the crazy old lady who beat up Alex several times) does not show up.
Is the only Madagascar film where the voice of one of the humans is listed in the Casting Call of Major Cast Members outside the Credit Crawl, being Frances McDormand (Captain DuBois).